+504.6%
CSX vs TECH
+187.6%
+317.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -3.1% | +0.7% | -3.8% | -3.3% |
| 3M | +7.2% | +36.3% | -29.2% | -1.4% |
| 6M | +16.2% | +25.6% | -9.4% | +7.5% |
| YTD | +37.5% | +23.7% | +13.9% | +27.2% |
| 1Y | +53.2% | +37.6% | +15.6% | +36.3% |
| 3Y | +68.2% | -6.6% | +74.8% | +61.9% |
| 5Y | +65.2% | -42.2% | +107.5% | +80.7% |
| All | +504.6% | +187.6% | +317.0% | +252.5% |
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