+9,772.3%
CSX vs TGT
+6,379.3%
+3,393.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.8% |
| 3M | +7.2% | +33.8% | -26.6% | -3.0% |
| 6M | +16.2% | +39.3% | -23.1% | +3.5% |
| YTD | +37.5% | +72.9% | -35.3% | +13.8% |
| 1Y | +53.2% | +84.6% | -31.3% | +23.7% |
| 3Y | +68.2% | +46.2% | +22.0% | +40.0% |
| 5Y | +65.2% | -21.3% | +86.6% | +63.1% |
| 10Y | +504.1% | +213.5% | +290.6% | +253.3% |
| All | +9,772.3% | +6,379.3% | +3,393.0% | +2,078.3% |
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