+65.1%
CSGP vs TKO
+1,165.6%
-1,100.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.9% |
| 7D | -3.2% | +6.4% | -9.6% | -4.4% |
| 30D | +2.2% | +11.9% | -9.7% | -0.2% |
| 3M | -3.7% | +5.6% | -9.3% | -4.7% |
| 6M | -7.4% | +7.5% | -15.0% | -8.9% |
| YTD | -54.9% | -3.5% | -51.4% | -54.8% |
| 1Y | -54.9% | +13.0% | -67.8% | -56.3% |
| 3Y | -61.9% | +157.6% | -219.5% | -69.4% |
| 5Y | -63.1% | +288.2% | -351.4% | -73.6% |
| 10Y | +65.1% | +1,196.6% | -1,131.4% | -11.7% |
| All | +65.1% | +1,165.6% | -1,100.5% | -11.7% |
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