+48.2%
CSX vs TE
-79.6%
+127.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.5% | -6.9% | -3.5% |
| 7D | -5.5% | -12.6% | +7.1% | -5.0% |
| 30D | +4.9% | -36.7% | +41.7% | +7.0% |
| 3M | -2.9% | -57.5% | +54.6% | +0.8% |
| 6M | +8.3% | -55.2% | +63.6% | +10.2% |
| YTD | +36.7% | -64.7% | +101.4% | +39.1% |
| 1Y | +41.5% | -35.9% | +77.4% | +37.3% |
| 3Y | +68.6% | -31.8% | +100.4% | +48.4% |
| All | +48.2% | -79.6% | +127.8% | +39.5% |
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 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