+1,570.8%
CSGP vs TKO
+1,366.3%
+204.5%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.8% | -0.6% | -2.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.2% |
| 30D | +2.3% | +1.6% | +0.7% | +2.0% |
| 3M | -8.2% | -7.8% | -0.4% | -6.7% |
| 6M | -35.1% | -13.3% | -21.8% | -33.5% |
| YTD | -54.0% | -10.3% | -43.7% | -53.3% |
| 1Y | -65.3% | -0.6% | -64.7% | -65.5% |
| 3Y | -62.6% | +88.5% | -151.0% | -67.7% |
| 5Y | -64.8% | +284.7% | -349.5% | -73.9% |
| 10Y | +45.1% | +905.7% | -860.6% | -15.3% |
| All | +1,570.8% | +1,366.3% | +204.5% | +530.7% |
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 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