+48.2%
CSX vs TGT
-26.9%
+75.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.3% | -3.7% | -3.4% |
| 7D | -5.5% | +2.6% | -8.1% | -6.1% |
| 30D | +4.9% | +5.0% | 0.0% | +3.8% |
| 3M | -2.9% | +8.5% | -11.4% | -4.8% |
| 6M | +8.3% | +23.8% | -15.4% | +2.6% |
| YTD | +36.7% | +66.5% | -29.8% | +20.4% |
| 1Y | +41.5% | +84.9% | -43.4% | +21.4% |
| 3Y | +68.6% | +59.2% | +9.4% | +43.1% |
| All | +48.2% | -26.9% | +75.1% | +49.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling