+74.7%
CSX vs TDY
+48.3%
+26.4%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -3.4% | -1.8% | -1.6% | -2.7% |
| 30D | -3.1% | -10.7% | +7.6% | +1.1% |
| 3M | +7.2% | -1.3% | +8.5% | +7.2% |
| 6M | +16.2% | -10.6% | +26.7% | +20.8% |
| YTD | +37.5% | +19.6% | +18.0% | +25.8% |
| 1Y | +53.2% | +11.6% | +41.6% | +44.0% |
| All | +74.7% | +48.3% | +26.4% | +43.2% |
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