+78.3%
CSX vs TDY
+68.3%
+10.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.5% |
| 7D | +6.0% | +4.1% | +1.9% | +4.5% |
| 30D | +7.8% | +5.7% | +2.1% | +5.3% |
| 3M | +4.1% | -4.4% | +8.5% | +5.5% |
| 6M | +17.9% | +1.2% | +16.7% | +16.4% |
| YTD | +44.9% | +26.0% | +18.9% | +29.6% |
| 1Y | +51.1% | +27.4% | +23.8% | +34.5% |
| 3Y | +78.3% | +67.5% | +10.8% | +37.5% |
| All | +78.3% | +68.3% | +10.0% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling