+416.4%
CSX vs THC
+1,879.5%
-1,463.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.9% | +0.7% | +1.5% |
| 7D | -0.3% | +0.2% | -0.5% | -0.3% |
| 30D | +8.7% | +9.0% | -0.3% | +7.1% |
| 3M | +4.2% | +12.9% | -8.7% | +2.0% |
| 6M | +16.7% | +52.8% | -36.2% | +7.9% |
| YTD | +44.5% | +47.4% | -2.9% | +33.8% |
| 1Y | +50.3% | +47.7% | +2.6% | +38.8% |
| 3Y | +76.3% | +444.7% | -368.3% | +26.1% |
| 5Y | +58.1% | +269.3% | -211.1% | +16.9% |
| 10Y | +416.4% | +1,913.5% | -1,497.1% | +182.0% |
| All | +416.4% | +1,879.5% | -1,463.1% | +182.0% |
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