+66.5%
CSX vs TEM
+98.6%
-32.1%
-27.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.4% | +3.0% | +1.7% |
| 7D | -0.3% | +5.1% | -5.3% | -0.6% |
| 30D | +8.7% | +16.8% | -8.1% | +7.6% |
| 3M | +4.2% | +42.6% | -38.4% | +1.5% |
| 6M | +16.7% | +63.9% | -47.2% | +12.2% |
| YTD | +44.5% | +34.5% | +10.0% | +39.9% |
| 1Y | +50.3% | +11.0% | +39.3% | +47.4% |
| All | +66.5% | +98.6% | -32.1% | +49.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling