+18.7%
CTSH vs TKO
+985.8%
-967.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -9.8% | +0.1% | -9.9% | -9.8% |
| 30D | +0.1% | -2.6% | +2.7% | +0.5% |
| 3M | +13.2% | -7.8% | +21.0% | +14.7% |
| 6M | -6.2% | -7.0% | +0.8% | -5.3% |
| YTD | -28.5% | -8.5% | -19.9% | -27.6% |
| 1Y | -13.8% | -1.3% | -12.5% | -14.1% |
| 3Y | -13.7% | +105.0% | -118.7% | -26.4% |
| 5Y | -16.7% | +292.9% | -309.6% | -38.8% |
| All | +18.7% | +985.8% | -967.1% | -25.0% |
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