+1,709.2%
TSM vs CSX
+501.4%
+1,207.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.5% |
| 7D | +2.7% | -3.4% | +6.1% | +4.2% |
| 30D | +3.6% | -3.1% | +6.7% | +4.9% |
| 3M | -3.4% | +7.2% | -10.5% | -6.6% |
| 6M | +20.6% | +16.2% | +4.4% | +12.6% |
| YTD | +41.9% | +37.5% | +4.3% | +23.3% |
| 1Y | +84.4% | +53.2% | +31.1% | +52.9% |
| 3Y | +380.2% | +68.2% | +312.0% | +272.2% |
| 5Y | +275.3% | +65.2% | +210.1% | +189.8% |
| All | +1,709.2% | +501.4% | +1,207.8% | +920.4% |
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