+8,241.0%
TMO vs CSX
+10,217.9%
-1,976.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.6% | -1.0% |
| 7D | -1.4% | -3.4% | +2.0% | -0.2% |
| 30D | +6.2% | -3.1% | +9.3% | +7.3% |
| 3M | +27.5% | +7.2% | +20.3% | +24.7% |
| 6M | +20.0% | +16.2% | +3.8% | +13.7% |
| YTD | +6.1% | +37.5% | -31.4% | -5.0% |
| 1Y | +25.8% | +53.2% | -27.4% | +8.6% |
| 3Y | +11.2% | +68.2% | -57.0% | -7.6% |
| 5Y | +9.6% | +65.2% | -55.7% | -9.2% |
| 10Y | +317.8% | +504.1% | -186.4% | +118.1% |
| All | +8,241.0% | +10,217.9% | -1,976.9% | +1,722.0% |
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 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