+409.0%
CSX vs TECH
+190.5%
+218.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +0.7% | +0.2% | +0.5% | +0.7% |
| 30D | +8.1% | +0.5% | +7.6% | +8.0% |
| 3M | +2.2% | +1.1% | +1.1% | +1.9% |
| 6M | +14.6% | +51.0% | -36.4% | +2.5% |
| YTD | +42.2% | +24.4% | +17.8% | +31.4% |
| 1Y | +47.3% | +27.4% | +19.9% | +34.9% |
| 3Y | +73.5% | +28.5% | +45.0% | +51.0% |
| 5Y | +54.1% | -40.9% | +95.0% | +67.6% |
| 10Y | +409.0% | +192.5% | +216.5% | +223.2% |
| All | +409.0% | +190.5% | +218.5% | +223.2% |
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