+416.4%
CSX vs TSN
+17.5%
+398.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.7% | +2.3% | +1.8% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +8.7% | +11.8% | -3.1% | +5.1% |
| 3M | +4.2% | +7.1% | -2.9% | +1.9% |
| 6M | +16.7% | -9.2% | +25.8% | +19.6% |
| YTD | +44.5% | +4.8% | +39.7% | +41.1% |
| 1Y | +50.3% | +11.6% | +38.6% | +43.7% |
| 3Y | +76.3% | +41.5% | +34.8% | +54.0% |
| 5Y | +58.1% | -15.5% | +73.7% | +60.8% |
| 10Y | +416.4% | +16.9% | +399.5% | +347.1% |
| All | +416.4% | +17.5% | +398.9% | +347.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling