+409.0%
CSX vs TKO
+1,165.6%
-756.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.2% | +1.4% | +1.2% |
| 7D | +0.7% | +6.4% | -5.7% | -0.5% |
| 30D | +8.1% | +11.9% | -3.8% | +5.6% |
| 3M | +2.2% | +5.6% | -3.4% | +0.8% |
| 6M | +14.6% | +7.5% | +7.1% | +12.2% |
| YTD | +42.2% | -3.5% | +45.7% | +42.0% |
| 1Y | +47.3% | +13.0% | +34.4% | +42.3% |
| 3Y | +73.5% | +157.6% | -84.1% | +38.9% |
| 5Y | +54.1% | +288.2% | -234.1% | +10.0% |
| 10Y | +409.0% | +1,196.6% | -787.6% | +223.8% |
| All | +409.0% | +1,165.6% | -756.6% | +223.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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