+2,590.0%
NSC vs TKO
+1,366.4%
+1,223.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.8% |
| 7D | -5.5% | +0.7% | -6.3% | -5.7% |
| 30D | -3.2% | +1.6% | -4.8% | -3.6% |
| 3M | +7.7% | -7.8% | +15.5% | +9.0% |
| 6M | +4.5% | -13.3% | +17.8% | +6.7% |
| YTD | +15.6% | -10.3% | +25.9% | +17.0% |
| 1Y | +19.8% | -0.6% | +20.5% | +18.8% |
| 3Y | +70.1% | +88.5% | -18.4% | +47.0% |
| 5Y | +46.1% | +284.7% | -238.6% | +8.7% |
| 10Y | +328.1% | +905.7% | -577.6% | +154.8% |
| All | +2,590.0% | +1,366.4% | +1,223.6% | +1,078.2% |
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 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