+128.5%
TLT vs CSX
+3,873.6%
-3,745.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | +0.2% |
| 7D | -1.0% | -0.3% | -0.7% | -1.0% |
| 30D | +3.7% | +8.7% | -5.0% | +4.7% |
| 3M | -0.8% | +4.2% | -5.0% | -0.2% |
| 6M | -3.6% | +16.7% | -20.2% | -1.7% |
| YTD | -3.9% | +44.5% | -48.4% | +0.6% |
| 1Y | -6.2% | +50.3% | -56.5% | -1.4% |
| 3Y | +4.2% | +76.3% | -72.2% | +12.3% |
| 5Y | -34.7% | +58.1% | -92.8% | -30.1% |
| 10Y | -11.8% | +416.4% | -428.2% | +14.7% |
| All | +128.5% | +3,873.6% | -3,745.1% | +304.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling