+1,551.4%
CSGP vs TKO
+1,411.9%
+139.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +1.0% | -5.7% | -4.9% |
| 7D | +1.3% | +5.7% | -4.5% | +0.2% |
| 30D | +10.7% | +6.9% | +3.8% | +9.3% |
| 3M | +3.3% | +2.4% | +0.9% | +2.9% |
| 6M | -10.3% | +1.1% | -11.4% | -10.6% |
| YTD | -54.6% | -7.5% | -47.1% | -54.1% |
| 1Y | -54.6% | +7.2% | -61.8% | -55.5% |
| 3Y | -60.3% | +131.3% | -191.7% | -67.0% |
| 5Y | -63.3% | +250.8% | -314.1% | -72.3% |
| 10Y | +66.5% | +1,146.6% | -1,080.1% | -6.7% |
| All | +1,551.4% | +1,411.9% | +139.5% | +519.6% |
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