+68.6%
CSX vs TEL
+71.9%
-3.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -5.5% | -2.8% | -2.7% | -4.9% |
| 30D | +4.9% | -4.1% | +9.0% | +5.8% |
| 3M | -2.9% | -3.4% | +0.5% | -2.4% |
| 6M | +8.3% | -3.5% | +11.8% | +8.5% |
| YTD | +36.7% | -8.0% | +44.8% | +37.3% |
| 1Y | +41.5% | -13.7% | +55.2% | +45.0% |
| 3Y | +68.6% | +71.9% | -3.3% | +28.0% |
| All | +68.6% | +71.9% | -3.3% | +28.0% |
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