+504.6%
CSX vs TMF
-86.8%
+591.3%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.9% |
| 7D | -3.4% | -1.4% | -1.9% | -3.5% |
| 30D | -3.1% | -2.8% | -0.2% | -3.3% |
| 3M | +7.2% | -10.9% | +18.1% | +6.0% |
| 6M | +16.2% | -21.3% | +37.5% | +13.5% |
| YTD | +37.5% | -15.9% | +53.4% | +35.4% |
| 1Y | +53.2% | -15.7% | +69.0% | +51.0% |
| 3Y | +68.2% | -43.4% | +111.6% | +60.6% |
| 5Y | +65.2% | -87.8% | +153.0% | +19.8% |
| All | +504.6% | -86.8% | +591.3% | +446.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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