+67.8%
CSX vs TMF
-87.5%
+155.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | -3.4% | -1.4% | -1.9% | -3.3% |
| 30D | -3.1% | -2.8% | -0.2% | -3.0% |
| 3M | +7.2% | -10.9% | +18.1% | +7.5% |
| 6M | +16.2% | -21.3% | +37.5% | +16.8% |
| YTD | +37.5% | -15.9% | +53.4% | +38.1% |
| 1Y | +53.2% | -15.7% | +69.0% | +53.8% |
| 3Y | +68.2% | -43.4% | +111.6% | +69.1% |
| All | +67.8% | -87.5% | +155.3% | +61.1% |
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