+409.0%
CSX vs TSEM
+839.5%
-430.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.1% | +4.3% | +1.6% |
| 7D | +0.7% | -9.5% | +10.2% | +1.9% |
| 30D | +8.1% | -35.5% | +43.5% | +14.4% |
| 3M | +2.2% | -41.6% | +43.8% | +9.1% |
| 6M | +14.6% | -30.1% | +44.7% | +14.9% |
| YTD | +42.2% | +25.7% | +16.5% | +24.3% |
| 1Y | +47.3% | +50.5% | -3.1% | +23.5% |
| 3Y | +73.5% | +501.7% | -428.2% | +0.8% |
| 5Y | +54.1% | +310.9% | -256.8% | -4.4% |
| 10Y | +409.0% | +849.8% | -440.8% | +161.6% |
| All | +409.0% | +839.5% | -430.6% | +161.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling