+18.8%
TMO vs CSX
+67.5%
-48.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.7% | +0.9% |
| 7D | -0.5% | -0.6% | +0.1% | -0.3% |
| 30D | +1.0% | -3.2% | +4.2% | +2.1% |
| 3M | +22.7% | +2.6% | +20.1% | +21.9% |
| 6M | +19.0% | +19.8% | -0.8% | +11.4% |
| YTD | +4.7% | +34.7% | -29.9% | -6.7% |
| 1Y | +26.0% | +52.1% | -26.1% | +5.9% |
| All | +18.8% | +67.5% | -48.8% | -9.9% |
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