+263.4%
TSM vs CSX
+53.6%
+209.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.2% | +0.8% | +1.6% |
| 7D | -2.1% | +0.7% | -2.8% | -2.3% |
| 30D | -12.5% | +8.1% | -20.6% | -15.3% |
| 3M | -5.0% | +2.2% | -7.2% | -6.0% |
| 6M | -3.2% | +14.6% | -17.8% | -9.1% |
| YTD | +31.5% | +42.2% | -10.7% | +12.7% |
| 1Y | +35.7% | +47.3% | -11.6% | +14.7% |
| 3Y | +323.5% | +73.5% | +250.0% | +215.6% |
| 5Y | +263.4% | +54.1% | +209.3% | +179.3% |
| All | +263.4% | +53.6% | +209.8% | +179.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling