+427.3%
CSX vs TECH
+208.1%
+219.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.5% | -3.4% |
| 7D | -5.5% | +0.2% | -5.7% | -5.6% |
| 30D | +4.9% | +0.3% | +4.6% | +4.8% |
| 3M | -2.9% | +1.3% | -4.2% | -3.2% |
| 6M | +8.3% | +54.0% | -45.6% | -3.8% |
| YTD | +36.7% | +24.3% | +12.5% | +26.3% |
| 1Y | +41.5% | +25.8% | +15.7% | +30.0% |
| 3Y | +68.6% | +26.0% | +42.7% | +47.5% |
| 5Y | +48.4% | -40.1% | +88.6% | +60.9% |
| All | +427.3% | +208.1% | +219.2% | +209.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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