+58.3%
CSX vs TE
-82.5%
+140.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.4% | -0.5% |
| 7D | +6.0% | -19.1% | +25.0% | +7.0% |
| 30D | +7.8% | -34.1% | +41.9% | +9.7% |
| 3M | +4.1% | -60.1% | +64.2% | +8.4% |
| 6M | +17.9% | -66.0% | +83.9% | +21.7% |
| YTD | +44.9% | -71.4% | +116.3% | +48.9% |
| 1Y | +51.1% | -45.3% | +96.4% | +47.9% |
| 3Y | +78.3% | +9.1% | +69.1% | +51.1% |
| All | +58.3% | -82.5% | +140.8% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling