+74.5%
CSX vs TPR
+412.6%
-338.1%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -3.4% |
| 7D | -2.7% | +13.9% | -16.6% | -4.6% |
| 30D | +7.0% | +14.9% | -7.9% | +4.7% |
| 3M | -0.3% | -15.4% | +15.1% | +1.8% |
| 6M | +13.5% | -4.5% | +18.0% | +13.1% |
| YTD | +41.5% | +6.0% | +35.5% | +38.4% |
| 1Y | +45.8% | +24.3% | +21.4% | +38.5% |
| All | +74.5% | +412.6% | -338.1% | +29.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling