+418.4%
CSX vs TGT
+205.2%
+213.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.3% |
| 7D | +3.1% | +2.6% | +0.5% | +2.4% |
| 30D | +9.7% | +6.6% | +3.1% | +7.9% |
| 3M | +4.9% | +5.2% | -0.3% | +3.3% |
| 6M | +18.4% | +35.3% | -17.0% | +8.5% |
| YTD | +45.9% | +70.3% | -24.5% | +25.2% |
| 1Y | +50.0% | +81.2% | -31.2% | +26.5% |
| 3Y | +78.0% | +66.9% | +11.1% | +46.7% |
| 5Y | +59.2% | -27.2% | +86.3% | +62.4% |
| All | +418.4% | +205.2% | +213.2% | +252.4% |
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