+11,237.1%
TSM vs CSX
+2,535.1%
+8,702.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.4% | -9.7% |
| 7D | -18.2% | -2.7% | -15.5% | -17.2% |
| 30D | -26.8% | +7.0% | -33.8% | -29.2% |
| 3M | -14.5% | -0.3% | -14.2% | -14.7% |
| 6M | -10.0% | +13.5% | -23.6% | -15.7% |
| YTD | +17.1% | +41.5% | -24.4% | -0.9% |
| 1Y | +21.5% | +45.8% | -24.2% | +1.5% |
| 3Y | +300.4% | +74.4% | +226.0% | +201.2% |
| 5Y | +224.7% | +53.6% | +171.1% | +155.7% |
| 10Y | +1,372.7% | +465.6% | +907.0% | +506.9% |
| All | +11,237.1% | +2,535.1% | +8,702.0% | +2,155.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling