+487.2%
CSX vs TGT
+215.8%
+271.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.4% | +0.8% | -4.2% | -3.6% |
| 30D | -3.1% | +12.2% | -15.3% | -6.1% |
| 3M | +7.2% | +33.8% | -26.6% | -1.2% |
| 6M | +16.2% | +39.3% | -23.1% | +5.7% |
| YTD | +37.5% | +72.9% | -35.3% | +17.7% |
| 1Y | +53.2% | +84.6% | -31.3% | +28.4% |
| 3Y | +68.2% | +46.2% | +22.0% | +44.1% |
| 5Y | +65.2% | -21.3% | +86.6% | +64.9% |
| All | +487.2% | +215.8% | +271.4% | +286.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 TGT 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