+45.8%
CSX vs TPR
+28.0%
+17.8%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -3.1% |
| 7D | -2.7% | +13.9% | -16.6% | -4.1% |
| 30D | +7.0% | +14.9% | -7.9% | +5.3% |
| 3M | -0.3% | -15.4% | +15.1% | +1.4% |
| 6M | +13.5% | -4.5% | +18.0% | +12.8% |
| YTD | +41.5% | +6.0% | +35.5% | +39.3% |
| 1Y | +45.8% | +24.3% | +21.4% | +40.3% |
| All | +45.8% | +28.0% | +17.8% | +40.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling