+68.6%
CSX vs TNA
+105.1%
-36.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.1% | -3.9% |
| 7D | -5.5% | -7.0% | +1.5% | -4.5% |
| 30D | +4.9% | -6.4% | +11.4% | +5.8% |
| 3M | -2.9% | -25.7% | +22.8% | +1.9% |
| 6M | +8.3% | -19.7% | +28.1% | +11.3% |
| YTD | +36.7% | +18.3% | +18.5% | +29.2% |
| 1Y | +41.5% | +24.6% | +16.9% | +31.9% |
| 3Y | +68.6% | +112.8% | -44.2% | +36.1% |
| All | +68.6% | +105.1% | -36.5% | +36.1% |
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