+3,675.0%
CSX vs TDY
+7,137.3%
-3,462.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.7% |
| 7D | -3.4% | -1.8% | -1.6% | -2.8% |
| 30D | -3.1% | -10.7% | +7.6% | +0.2% |
| 3M | +7.2% | -1.3% | +8.5% | +7.3% |
| 6M | +16.2% | -10.6% | +26.7% | +19.6% |
| YTD | +37.5% | +19.6% | +18.0% | +29.6% |
| 1Y | +53.2% | +11.6% | +41.6% | +47.2% |
| 3Y | +68.2% | +45.2% | +23.0% | +48.6% |
| 5Y | +65.2% | +36.1% | +29.2% | +47.9% |
| 10Y | +504.1% | +458.8% | +45.3% | +268.8% |
| All | +3,675.0% | +7,137.3% | -3,462.3% | +1,408.5% |
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 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