+72.2%
CSX vs TEL
+64.0%
+8.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | +3.0% | -6.3% | -4.2% |
| 30D | -3.1% | -3.9% | +0.8% | -2.2% |
| 3M | +7.2% | -5.1% | +12.3% | +8.3% |
| 6M | +16.2% | +0.6% | +15.6% | +14.6% |
| YTD | +37.5% | -7.3% | +44.8% | +38.3% |
| 1Y | +53.2% | +1.1% | +52.1% | +48.1% |
| All | +72.2% | +64.0% | +8.2% | +37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling