+54.1%
CSX vs TMF
-88.9%
+143.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.9% | +5.1% | +1.3% |
| 7D | +0.7% | -1.1% | +1.8% | +0.7% |
| 30D | +8.1% | +11.8% | -3.7% | +7.7% |
| 3M | +2.2% | -4.0% | +6.2% | +2.3% |
| 6M | +14.6% | -16.5% | +31.1% | +15.1% |
| YTD | +42.2% | -19.9% | +62.1% | +42.9% |
| 1Y | +47.3% | -25.6% | +72.9% | +48.3% |
| 3Y | +73.5% | -29.9% | +103.4% | +74.2% |
| 5Y | +54.1% | -88.2% | +142.3% | +46.6% |
| All | +54.1% | -88.9% | +143.0% | +46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling