+418.4%
CSX vs TFC
+77.1%
+341.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.3% |
| 7D | +3.1% | +0.1% | +3.0% | +3.1% |
| 30D | +9.7% | +8.6% | +1.1% | +5.9% |
| 3M | +4.9% | -4.3% | +9.3% | +6.7% |
| 6M | +18.4% | +5.4% | +12.9% | +15.0% |
| YTD | +45.9% | +4.5% | +41.4% | +41.9% |
| 1Y | +50.0% | +14.0% | +36.0% | +40.5% |
| 3Y | +78.0% | +93.4% | -15.4% | +30.2% |
| 5Y | +59.2% | +0.5% | +58.7% | +50.6% |
| All | +418.4% | +77.1% | +341.3% | +250.2% |
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