+1,410.4%
TSM vs CSX
+440.0%
+970.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +7.7% |
| 7D | -7.6% | -5.5% | -2.0% | -5.5% |
| 30D | -20.5% | +4.9% | -25.4% | -22.3% |
| 3M | -10.0% | -2.9% | -7.1% | -9.3% |
| 6M | -10.1% | +8.3% | -18.4% | -13.8% |
| YTD | +24.5% | +36.7% | -12.2% | +8.0% |
| 1Y | +31.2% | +41.5% | -10.3% | +12.1% |
| 3Y | +322.0% | +68.6% | +253.4% | +225.4% |
| 5Y | +245.3% | +48.4% | +196.8% | +178.0% |
| All | +1,410.4% | +440.0% | +970.4% | +925.6% |
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