+1,277.5%
CSX vs TEL
+716.6%
+560.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.5% |
| 7D | -5.5% | -2.8% | -2.7% | -4.2% |
| 30D | +4.9% | -4.1% | +9.0% | +6.8% |
| 3M | -2.9% | -3.4% | +0.5% | -2.1% |
| 6M | +8.3% | -3.5% | +11.8% | +8.1% |
| YTD | +36.7% | -8.0% | +44.8% | +37.2% |
| 1Y | +41.5% | -13.7% | +55.2% | +46.3% |
| 3Y | +68.6% | +71.9% | -3.3% | +14.5% |
| 5Y | +48.4% | +40.9% | +7.6% | +10.3% |
| 10Y | +446.6% | +293.3% | +153.3% | +115.2% |
| All | +1,277.5% | +716.6% | +560.9% | +211.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling