+496.7%
CSX vs TDY
+455.3%
+41.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.5% |
| 7D | -0.6% | -1.8% | +1.3% | +0.4% |
| 30D | -3.2% | -13.8% | +10.5% | +4.2% |
| 3M | +2.6% | -3.9% | +6.5% | +4.2% |
| 6M | +19.8% | -9.0% | +28.8% | +24.6% |
| YTD | +34.7% | +16.5% | +18.1% | +22.4% |
| 1Y | +52.1% | +9.3% | +42.9% | +42.7% |
| 3Y | +68.4% | +45.1% | +23.3% | +33.6% |
| 5Y | +65.1% | +35.0% | +30.1% | +33.7% |
| 10Y | +496.7% | +469.0% | +27.7% | +133.9% |
| All | +496.7% | +455.3% | +41.4% | +133.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded TDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling