+9,772.3%
CSX vs THC
+508.9%
+9,263.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +13.9% |
| YTD | +37.5% | +33.4% | +4.2% | +30.2% |
| 1Y | +53.2% | +37.7% | +15.6% | +43.9% |
| 3Y | +68.2% | +236.8% | -168.6% | +34.0% |
| 5Y | +65.2% | +249.3% | -184.0% | +27.0% |
| 10Y | +504.1% | +995.2% | -491.1% | +242.4% |
| All | +9,772.3% | +508.9% | +9,263.4% | +4,196.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling