+414.9%
CSX vs TPR
+364.3%
+50.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.6% |
| 7D | +6.0% | -0.3% | +6.3% | +6.0% |
| 30D | +7.8% | +15.1% | -7.3% | +3.5% |
| 3M | +4.1% | +3.5% | +0.6% | +2.7% |
| 6M | +17.9% | +0.4% | +17.5% | +15.8% |
| YTD | +44.9% | +4.6% | +40.3% | +39.8% |
| 1Y | +51.1% | +33.1% | +18.0% | +36.0% |
| 3Y | +78.3% | +396.0% | -317.7% | +3.5% |
| 5Y | +58.1% | +230.3% | -172.2% | -0.1% |
| All | +414.9% | +364.3% | +50.6% | +154.4% |
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