+63.9%
CSX vs TEM
+101.4%
-37.5%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.6% | +5.8% | +1.4% |
| 7D | +0.7% | +3.5% | -2.8% | +0.5% |
| 30D | +8.1% | +13.5% | -5.5% | +7.2% |
| 3M | +2.2% | +46.3% | -44.1% | -0.6% |
| 6M | +14.6% | +61.5% | -46.9% | +10.3% |
| YTD | +42.2% | +36.4% | +5.8% | +37.6% |
| 1Y | +47.3% | +12.2% | +35.1% | +44.4% |
| All | +63.9% | +101.4% | -37.5% | +47.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling