+1,810.9%
CSX vs TNA
+831.3%
+979.6%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +9.6% | -6.9% | +0.1% |
| 7D | -2.2% | +2.3% | -4.5% | -3.2% |
| 30D | +6.8% | +1.4% | +5.5% | +5.7% |
| 3M | +0.7% | -21.1% | +21.8% | +6.5% |
| 6M | +13.3% | -9.4% | +22.6% | +13.9% |
| YTD | +40.5% | +29.6% | +10.9% | +25.9% |
| 1Y | +44.7% | +34.6% | +10.1% | +27.6% |
| 3Y | +74.5% | +155.9% | -81.4% | +14.3% |
| 5Y | +52.0% | -44.2% | +96.1% | +36.5% |
| 10Y | +412.6% | +63.7% | +348.9% | +142.2% |
| All | +1,810.9% | +831.3% | +979.6% | +201.6% |
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