+1,527.0%
CSGP vs TKO
+1,436.2%
+90.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.7% | +2.2% | 0.0% |
| 7D | -6.1% | +2.6% | -8.7% | -6.6% |
| 30D | +0.3% | +11.6% | -11.3% | -1.8% |
| 3M | -1.3% | -0.1% | -1.2% | -1.2% |
| 6M | -8.9% | +6.7% | -15.6% | -10.1% |
| YTD | -55.2% | -6.0% | -49.2% | -54.9% |
| 1Y | -56.4% | +8.5% | -64.9% | -57.3% |
| 3Y | -62.2% | +150.9% | -213.2% | -69.0% |
| 5Y | -63.7% | +274.0% | -337.7% | -72.9% |
| 10Y | +61.7% | +1,126.1% | -1,064.4% | -9.1% |
| All | +1,527.0% | +1,436.2% | +90.8% | +508.6% |
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