+10,299.8%
CSX vs TYL
+14,656.9%
-4,357.1%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.1% | +2.2% |
| 7D | +0.1% | +17.3% | -17.1% | -1.5% |
| 30D | +9.7% | +28.9% | -19.2% | +7.0% |
| 3M | +2.3% | +35.1% | -32.8% | -0.9% |
| 6M | +17.1% | +29.3% | -12.3% | +13.6% |
| YTD | +44.9% | -6.8% | +51.7% | +44.6% |
| 1Y | +47.1% | -9.9% | +57.0% | +47.2% |
| 3Y | +78.6% | +1.7% | +76.9% | +75.9% |
| 5Y | +57.2% | -21.6% | +78.8% | +57.6% |
| 10Y | +479.2% | +173.5% | +305.7% | +417.3% |
| All | +10,299.8% | +14,656.9% | -4,357.1% | +6,385.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling