+2,698.1%
TSLA vs CSX
+487.8%
+2,210.3%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -0.8% | +4.8% | +4.4% |
| 7D | +3.4% | +0.6% | +2.8% | +3.0% |
| 30D | +12.0% | -2.3% | +14.3% | +13.3% |
| 3M | -10.0% | +4.3% | -14.3% | -12.7% |
| 6M | -7.2% | +23.4% | -30.6% | -18.3% |
| YTD | -18.1% | +36.4% | -54.5% | -32.0% |
| 1Y | +6.3% | +53.0% | -46.8% | -17.5% |
| 3Y | +48.2% | +70.6% | -22.5% | +6.9% |
| 5Y | +46.5% | +65.5% | -19.0% | +7.0% |
| 10Y | +2,698.1% | +482.4% | +2,215.8% | +1,348.5% |
| All | +2,698.1% | +487.8% | +2,210.3% | +1,348.5% |
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