+47.1%
CSX vs TE
-16.5%
+63.6%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -3.5% | +6.2% | +2.6% |
| 7D | +0.1% | +3.8% | -3.7% | +0.1% |
| 30D | +9.7% | -26.2% | +36.0% | +9.8% |
| 3M | +2.3% | -49.7% | +52.0% | +2.5% |
| 6M | +17.1% | -46.5% | +63.5% | +17.4% |
| YTD | +44.9% | -59.1% | +104.0% | +45.3% |
| 1Y | +47.1% | -25.8% | +72.9% | +46.8% |
| All | +47.1% | -16.5% | +63.6% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling