+132.1%
CSX vs TE
-78.2%
+210.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +1.5% |
| 7D | -0.3% | -22.0% | +21.7% | +0.8% |
| 30D | +8.7% | -33.6% | +42.3% | +10.5% |
| 3M | +4.2% | -61.1% | +65.3% | +8.4% |
| 6M | +16.7% | -64.7% | +81.4% | +20.1% |
| YTD | +44.5% | -68.1% | +112.6% | +47.6% |
| 1Y | +50.3% | -51.7% | +102.0% | +48.7% |
| 3Y | +76.3% | +42.0% | +34.3% | +49.6% |
| 5Y | +58.1% | -80.8% | +138.9% | +49.0% |
| All | +132.1% | -78.2% | +210.3% | +133.6% |
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