+68.6%
CSX vs TE
-36.2%
+104.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -3.5% |
| 7D | -5.5% | -12.6% | +7.1% | -5.1% |
| 30D | +4.9% | -36.7% | +41.7% | +6.5% |
| 3M | -2.9% | -57.5% | +54.6% | -0.1% |
| 6M | +8.3% | -55.2% | +63.6% | +9.7% |
| YTD | +36.7% | -64.7% | +101.4% | +38.5% |
| 1Y | +41.5% | -35.9% | +77.4% | +37.9% |
| 3Y | +68.6% | -31.8% | +100.4% | +47.1% |
| All | +68.6% | -36.2% | +104.8% | +47.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling