+482.4%
CSX vs TNA
+76.8%
+405.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | +0.6% | +4.1% | -3.5% | -0.4% |
| 30D | -2.3% | -7.6% | +5.4% | -0.5% |
| 3M | +4.3% | +8.1% | -3.8% | +1.7% |
| 6M | +23.4% | +49.0% | -25.6% | +9.9% |
| YTD | +36.4% | +51.7% | -15.3% | +20.2% |
| 1Y | +53.0% | +59.6% | -6.6% | +31.6% |
| 3Y | +70.6% | +118.9% | -48.3% | +23.0% |
| 5Y | +65.5% | -19.2% | +84.6% | +38.5% |
| 10Y | +482.4% | +77.2% | +405.1% | +193.2% |
| All | +482.4% | +76.8% | +405.6% | +193.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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