+62.0%
CSX vs TLN
+583.6%
-521.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.8% | -2.9% | +0.7% |
| 7D | -3.4% | +7.1% | -10.4% | -3.7% |
| 30D | -3.1% | -3.9% | +0.8% | -2.9% |
| 3M | +7.2% | -16.2% | +23.3% | +7.9% |
| 6M | +16.2% | -5.8% | +22.0% | +16.0% |
| YTD | +37.5% | -15.4% | +53.0% | +37.8% |
| 1Y | +53.2% | -16.7% | +69.9% | +53.4% |
| 3Y | +68.2% | +473.8% | -405.5% | +42.3% |
| All | +62.0% | +583.6% | -521.5% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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