+11,954.4%
TSM vs CSX
+2,446.5%
+9,507.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -3.4% | +9.7% | +7.8% |
| 7D | -7.6% | -5.5% | -2.0% | -5.3% |
| 30D | -20.5% | +4.9% | -25.4% | -22.5% |
| 3M | -10.0% | -2.9% | -7.1% | -9.3% |
| 6M | -10.1% | +8.3% | -18.4% | -14.1% |
| YTD | +24.5% | +36.7% | -12.2% | +6.9% |
| 1Y | +31.2% | +41.5% | -10.3% | +10.9% |
| 3Y | +322.0% | +68.6% | +253.4% | +221.8% |
| 5Y | +245.3% | +48.4% | +196.8% | +175.7% |
| 10Y | +1,465.8% | +446.6% | +1,019.2% | +554.3% |
| All | +11,954.4% | +2,446.5% | +9,507.9% | +2,331.5% |
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