+3,009.1%
TSLA vs CSX
+422.0%
+2,587.2%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.6% | +1.3% | +2.1% |
| 7D | +1.5% | -0.3% | +1.8% | +1.7% |
| 30D | +3.4% | +8.7% | -5.3% | -1.3% |
| 3M | +17.4% | +4.2% | +13.2% | +14.5% |
| 6M | -12.2% | +16.7% | -28.8% | -20.3% |
| YTD | -13.1% | +44.5% | -57.6% | -30.4% |
| 1Y | -11.1% | +50.3% | -61.4% | -30.3% |
| 3Y | +82.1% | +76.3% | +5.8% | +28.0% |
| 5Y | +10.3% | +58.1% | -47.9% | -18.4% |
| 10Y | +3,009.1% | +416.4% | +2,592.7% | +1,454.2% |
| All | +3,009.1% | +422.0% | +2,587.2% | +1,454.2% |
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