+47.1%
CSX vs TSN
+19.9%
+27.2%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +5.4% | -2.8% | +1.8% |
| 7D | +0.1% | +8.4% | -8.3% | -1.0% |
| 30D | +9.7% | +16.1% | -6.3% | +7.6% |
| 3M | +2.3% | +3.2% | -0.9% | +1.6% |
| 6M | +17.1% | -11.1% | +28.2% | +19.4% |
| YTD | +44.9% | +5.1% | +39.8% | +44.7% |
| 1Y | +47.1% | +19.4% | +27.7% | +46.6% |
| All | +47.1% | +19.9% | +27.2% | +46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 1y: compounded portfolio wealth divided by compounded TSN 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…
1y analysis · Full analysis span regression · 6 months rolling