+19.8%
NSC vs TKO
+1.2%
+18.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | -5.5% | +0.7% | -6.3% | -5.6% |
| 30D | -3.2% | +1.6% | -4.8% | -3.4% |
| 3M | +7.7% | -7.8% | +15.5% | +8.1% |
| 6M | +4.5% | -13.3% | +17.8% | +6.2% |
| YTD | +15.6% | -10.3% | +25.9% | +16.6% |
| 1Y | +19.8% | -0.6% | +20.5% | +20.0% |
| All | +19.8% | +1.2% | +18.6% | +20.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling