+52.6%
TMO vs CSX
+17.8%
+34.8%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.8% |
| 7D | +3.3% | +3.1% | +0.2% | +2.5% |
| 30D | +5.5% | +9.7% | -4.2% | +3.0% |
| 3M | +16.1% | +4.9% | +11.2% | +15.7% |
| 6M | +52.6% | +18.4% | +34.2% | +55.0% |
| All | +52.6% | +17.8% | +34.8% | +55.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling