-0.2%
TLT vs CSX
+68.2%
-68.4%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | -0.4% | -3.4% | +3.0% | -0.3% |
| 30D | -0.6% | -3.1% | +2.5% | -0.4% |
| 3M | -2.7% | +7.2% | -9.9% | -3.1% |
| 6M | -5.6% | +16.2% | -21.8% | -6.5% |
| YTD | -2.8% | +37.5% | -40.3% | -4.5% |
| 1Y | -1.4% | +53.2% | -54.7% | -3.7% |
| All | -0.2% | +68.2% | -68.4% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling