+10,269.8%
CSX vs TGT
+6,355.9%
+3,913.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.6% | +1.0% | +1.4% |
| 7D | -0.3% | +0.5% | -0.7% | -0.5% |
| 30D | +8.7% | +6.7% | +2.0% | +6.4% |
| 3M | +4.2% | +8.4% | -4.2% | +1.2% |
| 6M | +16.7% | +40.7% | -24.0% | +3.6% |
| YTD | +44.5% | +72.2% | -27.8% | +19.5% |
| 1Y | +50.3% | +86.2% | -35.9% | +21.0% |
| 3Y | +76.3% | +68.8% | +7.5% | +39.9% |
| 5Y | +58.1% | -25.2% | +83.4% | +58.6% |
| 10Y | +416.4% | +210.0% | +206.4% | +202.8% |
| All | +10,269.8% | +6,355.9% | +3,913.9% | +2,187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling