+53.6%
CSX vs TPR
+255.9%
-202.3%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +7.1% | -9.4% | -3.7% |
| 7D | -2.7% | +13.9% | -16.6% | -5.2% |
| 30D | +7.0% | +14.9% | -7.9% | +4.0% |
| 3M | -0.3% | -15.4% | +15.1% | +2.4% |
| 6M | +13.5% | -4.5% | +18.0% | +13.1% |
| YTD | +41.5% | +6.0% | +35.5% | +37.5% |
| 1Y | +45.8% | +24.3% | +21.4% | +36.6% |
| 3Y | +74.4% | +412.8% | -338.4% | +13.8% |
| 5Y | +53.6% | +258.4% | -204.8% | +6.4% |
| All | +53.6% | +255.9% | -202.3% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling