+67.8%
CSX vs THC
+250.3%
-182.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.8% |
| 7D | -3.4% | -0.7% | -2.7% | -3.3% |
| 30D | -3.1% | +1.3% | -4.3% | -3.3% |
| 3M | +7.2% | +64.2% | -57.1% | -1.2% |
| 6M | +16.2% | +8.3% | +7.9% | +14.0% |
| YTD | +37.5% | +33.4% | +4.2% | +30.3% |
| 1Y | +53.2% | +37.7% | +15.6% | +43.9% |
| 3Y | +68.2% | +236.8% | -168.6% | +29.9% |
| All | +67.8% | +250.3% | -182.5% | +26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling