+412.6%
CSX vs THC
+1,325.8%
-913.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.0% | +0.8% | +2.4% |
| 7D | -2.2% | +7.5% | -9.7% | -3.4% |
| 30D | +6.8% | +9.6% | -2.7% | +5.2% |
| 3M | +0.7% | +10.3% | -9.6% | -1.1% |
| 6M | +13.3% | +51.8% | -38.5% | +4.9% |
| YTD | +40.5% | +45.4% | -4.9% | +30.4% |
| 1Y | +44.7% | +40.8% | +3.9% | +34.7% |
| 3Y | +74.5% | +448.8% | -374.3% | +24.7% |
| 5Y | +52.0% | +263.4% | -211.4% | +12.7% |
| 10Y | +412.6% | +1,800.1% | -1,387.4% | +182.8% |
| All | +412.6% | +1,325.8% | -913.1% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 THC 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