+133.2%
CSX vs TENB
+3.0%
+130.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | -3.4% | -9.1% | +5.7% | -1.8% |
| 30D | -3.1% | -4.9% | +1.8% | -2.6% |
| 3M | +7.2% | +16.9% | -9.8% | +2.9% |
| 6M | +16.2% | +68.0% | -51.8% | +3.1% |
| YTD | +37.5% | +45.6% | -8.0% | +24.8% |
| 1Y | +53.2% | +12.7% | +40.5% | +46.3% |
| 3Y | +68.2% | -24.4% | +92.6% | +70.6% |
| 5Y | +65.2% | -26.7% | +92.0% | +59.6% |
| All | +133.2% | +3.0% | +130.2% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 TENB 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