+1,641.8%
TSM vs CSX
+422.0%
+1,219.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.6% | +2.6% | +3.6% |
| 7D | +4.4% | -0.3% | +4.7% | +4.6% |
| 30D | -7.0% | +8.7% | -15.7% | -10.4% |
| 3M | -1.8% | +4.2% | -6.0% | -3.8% |
| 6M | +2.7% | +16.7% | -14.0% | -4.6% |
| YTD | +37.1% | +44.5% | -7.4% | +16.1% |
| 1Y | +43.5% | +50.3% | -6.8% | +19.5% |
| 3Y | +341.5% | +76.3% | +265.2% | +233.5% |
| 5Y | +278.9% | +58.1% | +220.7% | +196.6% |
| 10Y | +1,641.8% | +416.4% | +1,225.4% | +958.7% |
| All | +1,641.8% | +422.0% | +1,219.8% | +958.7% |
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