+324.2%
NSC vs TKO
+989.7%
-665.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -1.0% |
| 7D | -2.8% | +2.3% | -5.1% | -3.3% |
| 30D | -4.5% | -2.5% | -2.0% | -4.1% |
| 3M | +3.5% | -10.6% | +14.1% | +5.6% |
| 6M | +8.5% | -5.1% | +13.6% | +8.9% |
| YTD | +12.3% | -8.2% | +20.6% | +13.4% |
| 1Y | +18.9% | -4.4% | +23.4% | +18.7% |
| 3Y | +74.1% | +100.4% | -26.2% | +44.1% |
| 5Y | +43.9% | +294.3% | -250.4% | -1.1% |
| All | +324.2% | +989.7% | -665.5% | +121.2% |
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