+67.8%
CSX vs TPR
+239.8%
-172.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -3.4% | -2.3% | -1.1% | -2.9% |
| 30D | -3.1% | -23.0% | +19.9% | +1.5% |
| 3M | +7.2% | -12.5% | +19.6% | +9.1% |
| 6M | +16.2% | -21.4% | +37.6% | +20.5% |
| YTD | +37.5% | -3.5% | +41.1% | +36.5% |
| 1Y | +53.2% | +17.4% | +35.9% | +45.3% |
| 3Y | +68.2% | +291.3% | -223.0% | +17.8% |
| All | +67.8% | +239.8% | -172.0% | +19.1% |
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