+3,865.2%
CSX vs TDY
+7,617.0%
-3,751.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.4% |
| 7D | -0.3% | +3.0% | -3.3% | -1.3% |
| 30D | +8.7% | +6.1% | +2.6% | +6.5% |
| 3M | +4.2% | -4.5% | +8.7% | +5.3% |
| 6M | +16.7% | +2.9% | +13.7% | +14.9% |
| YTD | +44.5% | +27.5% | +17.0% | +33.2% |
| 1Y | +50.3% | +26.5% | +23.8% | +38.8% |
| 3Y | +76.3% | +70.1% | +6.2% | +48.2% |
| 5Y | +58.1% | +46.8% | +11.3% | +38.0% |
| 10Y | +416.4% | +447.2% | -30.8% | +215.1% |
| All | +3,865.2% | +7,617.0% | -3,751.7% | +1,449.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling