+1,956.0%
CSX vs TMF
-69.3%
+2,025.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.2% | +3.0% |
| 7D | +0.1% | +4.0% | -3.8% | +0.7% |
| 30D | +9.7% | +19.5% | -9.7% | +12.8% |
| 3M | +2.3% | -3.5% | +5.8% | +1.8% |
| 6M | +17.1% | -10.6% | +27.7% | +15.2% |
| YTD | +44.9% | -17.1% | +62.0% | +41.1% |
| 1Y | +47.1% | -24.3% | +71.4% | +41.2% |
| 3Y | +78.6% | -27.2% | +105.8% | +74.4% |
| 5Y | +57.2% | -87.6% | +144.8% | +11.0% |
| 10Y | +479.2% | -84.8% | +564.0% | +382.2% |
| All | +1,956.0% | -69.3% | +2,025.3% | +2,276.6% |
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 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