+1,907.8%
CSX vs TMF
-69.1%
+1,976.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.6% | -2.9% | -2.3% |
| 7D | -2.7% | +2.7% | -5.4% | -2.3% |
| 30D | +7.0% | +19.3% | -12.3% | +10.0% |
| 3M | -0.3% | -3.7% | +3.4% | -0.8% |
| 6M | +13.5% | -11.3% | +24.9% | +11.6% |
| YTD | +41.5% | -16.6% | +58.1% | +37.9% |
| 1Y | +45.8% | -21.1% | +66.9% | +40.9% |
| 3Y | +74.4% | -26.8% | +101.2% | +70.4% |
| 5Y | +53.6% | -88.0% | +141.6% | +7.4% |
| 10Y | +465.6% | -84.7% | +550.3% | +371.3% |
| All | +1,907.8% | -69.1% | +1,976.9% | +2,222.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling