+412.6%
CSX vs TYL
+174.6%
+238.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.6% | +3.3% | +2.9% |
| 7D | -2.2% | +3.5% | -5.7% | -3.1% |
| 30D | +6.8% | +26.9% | -20.1% | +0.1% |
| 3M | +0.7% | +33.8% | -33.1% | -7.4% |
| 6M | +13.3% | +28.8% | -15.6% | +4.4% |
| YTD | +40.5% | -7.9% | +48.4% | +41.5% |
| 1Y | +44.7% | -9.8% | +54.4% | +46.5% |
| 3Y | +74.5% | +1.2% | +73.3% | +66.2% |
| 5Y | +52.0% | -22.8% | +74.8% | +54.7% |
| 10Y | +412.6% | +168.8% | +243.8% | +246.8% |
| All | +412.6% | +174.6% | +238.1% | +246.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL 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 TYL 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