+427.3%
CSX vs TFC
+90.2%
+337.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.4% | -3.0% |
| 7D | -5.5% | +1.2% | -6.7% | -6.0% |
| 30D | +4.9% | +8.3% | -3.4% | +1.4% |
| 3M | -2.9% | -5.2% | +2.3% | -0.8% |
| 6M | +8.3% | -0.8% | +9.1% | +8.1% |
| YTD | +36.7% | +3.4% | +33.3% | +33.6% |
| 1Y | +41.5% | +17.0% | +24.5% | +31.0% |
| 3Y | +68.6% | +86.2% | -17.5% | +25.2% |
| 5Y | +48.4% | -2.3% | +50.7% | +42.2% |
| All | +427.3% | +90.2% | +337.1% | +220.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling