+78.3%
CSX vs TFC
+97.5%
-19.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.2% | -1.9% | -1.2% |
| 7D | +6.0% | +2.3% | +3.7% | +5.0% |
| 30D | +7.8% | +10.8% | -3.0% | +3.3% |
| 3M | +4.1% | -3.8% | +7.9% | +5.6% |
| 6M | +17.9% | +9.6% | +8.3% | +12.6% |
| YTD | +44.9% | +5.8% | +39.1% | +40.1% |
| 1Y | +51.1% | +16.2% | +35.0% | +40.2% |
| 3Y | +78.3% | +96.0% | -17.7% | +41.6% |
| All | +78.3% | +97.5% | -19.3% | +41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling