+58.3%
CSX vs TFC
+0.2%
+58.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.8% | -0.7% |
| 7D | +6.0% | +1.2% | +4.8% | +5.5% |
| 30D | +7.8% | +9.7% | -1.8% | +4.4% |
| 3M | +4.1% | -4.8% | +8.9% | +5.7% |
| 6M | +17.9% | +8.4% | +9.5% | +14.1% |
| YTD | +44.9% | +4.7% | +40.2% | +41.7% |
| 1Y | +51.1% | +15.0% | +36.2% | +43.1% |
| 3Y | +78.3% | +93.9% | -15.7% | +42.2% |
| All | +58.3% | +0.2% | +58.1% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling