+41.5%
CSX vs TEM
-5.3%
+46.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +8.0% | -11.3% | -3.4% |
| 7D | -5.5% | +5.3% | -10.8% | -5.5% |
| 30D | +4.9% | +8.1% | -3.2% | +5.0% |
| 3M | -2.9% | +64.9% | -67.7% | -3.4% |
| 6M | +8.3% | +42.1% | -33.8% | +8.3% |
| YTD | +36.7% | +28.8% | +8.0% | +35.4% |
| 1Y | +41.5% | +5.5% | +36.0% | +44.3% |
| All | +41.5% | -5.3% | +46.8% | +44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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