+1,759.5%
CSX vs TNA
+749.6%
+1,009.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.8% | -6.1% | -4.1% |
| 7D | -5.5% | -7.0% | +1.5% | -3.9% |
| 30D | +4.9% | -6.4% | +11.4% | +6.3% |
| 3M | -2.9% | -25.7% | +22.8% | +4.5% |
| 6M | +8.3% | -19.7% | +28.1% | +12.7% |
| YTD | +36.7% | +18.3% | +18.5% | +25.8% |
| 1Y | +41.5% | +24.6% | +16.9% | +27.6% |
| 3Y | +68.6% | +112.8% | -44.2% | +16.4% |
| 5Y | +48.4% | -49.5% | +98.0% | +37.2% |
| 10Y | +446.6% | +76.4% | +370.2% | +151.4% |
| All | +1,759.5% | +749.6% | +1,009.9% | +201.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling