+74.7%
CSX vs TNA
+117.6%
-42.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.1% | +0.7% |
| 7D | -3.4% | -0.1% | -3.3% | -3.4% |
| 30D | -3.1% | -4.9% | +1.8% | -2.3% |
| 3M | +7.2% | +0.4% | +6.8% | +6.5% |
| 6M | +16.2% | +32.5% | -16.4% | +8.7% |
| YTD | +37.5% | +53.7% | -16.2% | +24.6% |
| 1Y | +53.2% | +65.1% | -11.9% | +35.8% |
| All | +74.7% | +117.6% | -42.8% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling