+341.5%
TSM vs CSX
+73.0%
+268.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.8% | +0.7% | +2.9% |
| 7D | -2.5% | -2.2% | -0.3% | -2.0% |
| 30D | -14.3% | +6.8% | -21.1% | -15.7% |
| 3M | -7.2% | +0.7% | -7.9% | -7.4% |
| 6M | -5.1% | +13.3% | -18.4% | -8.8% |
| YTD | +28.9% | +40.5% | -11.6% | +16.5% |
| 1Y | +37.1% | +44.7% | -7.6% | +23.0% |
| 3Y | +341.5% | +74.5% | +267.0% | +239.6% |
| All | +341.5% | +73.0% | +268.5% | +239.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling