+53.2%
CSX vs TEL
+2.3%
+50.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +0.9% |
| 7D | -3.4% | +3.0% | -6.3% | -3.8% |
| 30D | -3.1% | -3.9% | +0.8% | -2.6% |
| 3M | +7.2% | -5.1% | +12.3% | +7.8% |
| 6M | +16.2% | +0.6% | +15.6% | +15.2% |
| YTD | +37.5% | -7.3% | +44.8% | +37.2% |
| 1Y | +53.2% | +1.1% | +52.1% | +44.8% |
| All | +53.2% | +2.3% | +50.9% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEL.
Daily Out/Under-Performance
Portfolio return minus TEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEL 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 1y: compounded portfolio wealth divided by compounded TEL 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…
1y analysis · Full analysis span regression · 6 months rolling