+418.4%
CSX vs THC
+1,818.8%
-1,400.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.1% | +3.0% | +1.3% |
| 7D | +3.1% | +0.1% | +2.9% | +3.1% |
| 30D | +9.7% | +7.5% | +2.2% | +8.4% |
| 3M | +4.9% | +7.5% | -2.6% | +3.5% |
| 6M | +18.4% | +46.4% | -28.1% | +10.2% |
| YTD | +45.9% | +44.4% | +1.5% | +35.5% |
| 1Y | +50.0% | +43.4% | +6.5% | +39.2% |
| 3Y | +78.0% | +433.3% | -355.3% | +27.5% |
| 5Y | +59.2% | +262.5% | -203.4% | +17.8% |
| All | +418.4% | +1,818.8% | -1,400.4% | +184.5% |
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