+323.9%
TMO vs CSX
+502.6%
-178.7%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.4% | -1.8% | -0.9% |
| 7D | -2.5% | +0.1% | -2.6% | -2.5% |
| 30D | -0.3% | -1.5% | +1.2% | +0.2% |
| 3M | +25.3% | +6.0% | +19.3% | +22.9% |
| 6M | +20.9% | +20.6% | +0.3% | +12.8% |
| YTD | +4.3% | +36.5% | -32.2% | -7.0% |
| 1Y | +27.0% | +55.0% | -27.9% | +8.1% |
| 3Y | +17.5% | +70.8% | -53.3% | -4.3% |
| 5Y | +6.9% | +69.6% | -62.6% | -13.5% |
| All | +323.9% | +502.6% | -178.7% | +165.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling