+65.5%
CSX vs TDY
+36.7%
+28.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | +0.6% | -0.9% | +1.5% | +1.0% |
| 30D | -2.3% | -12.5% | +10.2% | +3.6% |
| 3M | +4.3% | -1.2% | +5.5% | +4.4% |
| 6M | +23.4% | -6.6% | +29.9% | +26.2% |
| YTD | +36.4% | +18.5% | +17.9% | +24.2% |
| 1Y | +53.0% | +10.8% | +42.3% | +43.5% |
| 3Y | +70.6% | +47.5% | +23.1% | +37.3% |
| 5Y | +65.5% | +35.8% | +29.7% | +34.8% |
| All | +65.5% | +36.7% | +28.8% | +34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling