+1,643.1%
TSM vs CSX
+415.8%
+1,227.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | +6.2% | +6.0% | +0.2% | +3.8% |
| 30D | -7.3% | +7.8% | -15.1% | -10.3% |
| 3M | -7.1% | +4.1% | -11.2% | -9.0% |
| 6M | +0.2% | +17.9% | -17.7% | -7.3% |
| YTD | +32.2% | +44.9% | -12.7% | +11.9% |
| 1Y | +42.8% | +51.1% | -8.4% | +18.6% |
| 3Y | +330.4% | +78.3% | +252.1% | +223.5% |
| 5Y | +263.9% | +58.1% | +205.8% | +184.9% |
| All | +1,643.1% | +415.8% | +1,227.3% | +955.0% |
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