+10,056.0%
CSX vs TSN
+1,057.8%
+8,998.2%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.5% | -2.4% |
| 7D | -2.7% | +6.9% | -9.6% | -4.2% |
| 30D | +7.0% | +15.7% | -8.7% | +3.4% |
| 3M | -0.3% | +4.3% | -4.6% | -1.4% |
| 6M | +13.5% | -10.6% | +24.1% | +16.1% |
| YTD | +41.5% | +5.2% | +36.3% | +38.9% |
| 1Y | +45.8% | +18.7% | +27.1% | +38.8% |
| 3Y | +74.4% | +41.8% | +32.6% | +57.8% |
| 5Y | +53.6% | -13.6% | +67.2% | +54.5% |
| 10Y | +465.6% | +16.2% | +449.4% | +413.9% |
| All | +10,056.0% | +1,057.8% | +8,998.2% | +4,133.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling