+427.3%
CSX vs TPR
+383.4%
+43.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.0% | -2.3% | -3.1% |
| 7D | -5.5% | +14.2% | -19.7% | -9.0% |
| 30D | +4.9% | +17.1% | -12.2% | +0.3% |
| 3M | -2.9% | -17.7% | +14.9% | +1.5% |
| 6M | +8.3% | -10.2% | +18.5% | +9.6% |
| YTD | +36.7% | +4.9% | +31.8% | +31.8% |
| 1Y | +41.5% | +36.1% | +5.4% | +26.4% |
| 3Y | +68.6% | +416.5% | -347.8% | -3.4% |
| 5Y | +48.4% | +254.8% | -206.3% | -8.5% |
| All | +427.3% | +383.4% | +43.9% | +160.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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