+119.2%
CSX vs TE
-48.3%
+167.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.0% | -10.8% | -1.3% |
| 7D | +0.6% | +18.2% | -17.6% | -0.2% |
| 30D | -2.3% | -13.5% | +11.2% | -1.7% |
| 3M | +4.3% | -44.6% | +48.9% | +6.5% |
| 6M | +23.4% | -24.7% | +48.1% | +22.4% |
| YTD | +36.4% | -24.3% | +60.7% | +34.3% |
| 1Y | +53.0% | +155.6% | -102.5% | +36.6% |
| 3Y | +70.6% | -18.3% | +88.9% | +52.8% |
| 5Y | +65.5% | -41.3% | +106.8% | +50.1% |
| All | +119.2% | -48.3% | +167.4% | +112.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling