+427.3%
CSX vs TSN
+14.3%
+413.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.7% | -2.6% | -3.1% |
| 7D | -5.5% | +4.6% | -10.1% | -6.8% |
| 30D | +4.9% | +15.4% | -10.5% | +0.5% |
| 3M | -2.9% | +2.9% | -5.8% | -3.9% |
| 6M | +8.3% | -10.8% | +19.1% | +11.6% |
| YTD | +36.7% | +4.5% | +32.3% | +33.7% |
| 1Y | +41.5% | +19.5% | +22.0% | +32.4% |
| 3Y | +68.6% | +42.2% | +26.4% | +47.3% |
| 5Y | +48.4% | -14.2% | +62.6% | +50.0% |
| All | +427.3% | +14.3% | +413.0% | +354.7% |
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