+9,412.3%
TMO vs CSX
+10,842.3%
-1,429.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.9% |
| 7D | +3.3% | +3.1% | +0.2% | +2.3% |
| 30D | +5.5% | +9.7% | -4.2% | +2.2% |
| 3M | +16.1% | +4.9% | +11.2% | +14.0% |
| 6M | +52.6% | +18.4% | +34.2% | +43.9% |
| YTD | +21.0% | +45.9% | -24.8% | +6.1% |
| 1Y | +19.4% | +50.0% | -30.6% | +3.7% |
| 3Y | +57.5% | +78.0% | -20.5% | +28.1% |
| 5Y | +11.7% | +59.2% | -47.5% | -6.5% |
| 10Y | +375.7% | +421.4% | -45.7% | +159.9% |
| All | +9,412.3% | +10,842.3% | -1,429.9% | +1,933.3% |
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