+58.3%
CSX vs TECH
-41.0%
+99.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.7% | -0.7% |
| 7D | +6.0% | +0.1% | +5.8% | +5.9% |
| 30D | +7.8% | +0.5% | +7.3% | +7.7% |
| 3M | +4.1% | +1.1% | +3.0% | +3.9% |
| 6M | +17.9% | +62.8% | -44.9% | +6.6% |
| YTD | +44.9% | +24.5% | +20.4% | +36.5% |
| 1Y | +51.1% | +20.6% | +30.5% | +43.3% |
| 3Y | +78.3% | +29.5% | +48.8% | +59.0% |
| All | +58.3% | -41.0% | +99.3% | +64.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling