-4.8%
TLT vs CSX
+41.0%
-45.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.4% | +3.4% | +0.3% |
| 7D | +0.1% | -5.5% | +5.6% | +0.5% |
| 30D | +6.2% | +4.9% | +1.2% | +5.9% |
| 3M | +0.1% | -2.9% | +2.9% | +0.2% |
| 6M | -3.0% | +8.3% | -11.3% | -3.7% |
| YTD | -2.7% | +36.7% | -39.5% | -5.8% |
| 1Y | -4.8% | +41.5% | -46.3% | -8.3% |
| All | -4.8% | +41.0% | -45.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 1y: compounded portfolio wealth divided by compounded CSX 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…
1y analysis · Full analysis span regression · 6 months rolling