+3,861.2%
CSX vs TKO
+1,366.4%
+2,494.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.2% |
| 7D | -3.4% | +0.7% | -4.1% | -3.5% |
| 30D | -3.1% | +1.6% | -4.7% | -3.5% |
| 3M | +7.2% | -7.8% | +15.0% | +8.5% |
| 6M | +16.2% | -13.3% | +29.5% | +18.9% |
| YTD | +37.5% | -10.3% | +47.8% | +39.6% |
| 1Y | +53.2% | -0.6% | +53.9% | +52.1% |
| 3Y | +68.2% | +88.5% | -20.2% | +43.9% |
| 5Y | +65.2% | +284.7% | -219.5% | +20.4% |
| 10Y | +504.1% | +905.7% | -401.6% | +242.1% |
| All | +3,861.2% | +1,366.4% | +2,494.9% | +1,437.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling