+6,039.6%
CSX vs TPR
+7,380.8%
-1,341.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.2% | +1.0% |
| 7D | -3.4% | -2.7% | -0.7% | -2.6% |
| 30D | -3.1% | -23.3% | +20.2% | +4.5% |
| 3M | +7.2% | -12.8% | +20.0% | +10.5% |
| 6M | +16.2% | -21.7% | +37.9% | +23.2% |
| YTD | +37.5% | -3.9% | +41.4% | +36.1% |
| 1Y | +53.2% | +16.9% | +36.3% | +41.5% |
| 3Y | +68.2% | +289.8% | -221.5% | +0.2% |
| 5Y | +65.2% | +241.9% | -176.7% | -2.4% |
| 10Y | +504.1% | +322.7% | +181.5% | +186.2% |
| All | +6,039.6% | +7,380.8% | -1,341.1% | +981.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling