+67.8%
CSX vs TSN
-22.4%
+90.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.5% | +1.0% |
| 7D | -3.4% | -6.3% | +2.9% | -2.0% |
| 30D | -3.1% | -10.8% | +7.7% | -0.5% |
| 3M | +7.2% | -8.8% | +15.9% | +9.1% |
| 6M | +16.2% | -16.8% | +33.0% | +20.9% |
| YTD | +37.5% | -10.0% | +47.5% | +40.1% |
| 1Y | +53.2% | -5.3% | +58.5% | +53.6% |
| 3Y | +68.2% | +8.5% | +59.7% | +60.6% |
| All | +67.8% | -22.4% | +90.2% | +74.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling