+427.3%
CSX vs THC
+1,421.6%
-994.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.1% | -2.3% | -3.2% |
| 7D | -5.5% | +3.7% | -9.2% | -6.1% |
| 30D | +4.9% | +9.0% | -4.1% | +3.5% |
| 3M | -2.9% | +10.4% | -13.3% | -4.5% |
| 6M | +8.3% | +45.7% | -37.3% | +1.4% |
| YTD | +36.7% | +42.6% | -5.8% | +27.8% |
| 1Y | +41.5% | +38.8% | +2.7% | +32.5% |
| 3Y | +68.6% | +418.8% | -350.2% | +23.7% |
| 5Y | +48.4% | +275.7% | -227.2% | +11.2% |
| All | +427.3% | +1,421.6% | -994.3% | +205.0% |
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