+8,342.0%
CTSH vs TKO
+1,439.7%
+6,902.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +5.0% | -8.8% | -5.0% |
| 7D | -5.5% | +7.2% | -12.6% | -7.0% |
| 30D | +4.5% | +4.7% | -0.2% | +3.3% |
| 3M | +13.7% | -3.2% | +17.0% | +14.2% |
| 6M | -8.4% | -2.9% | -5.5% | -8.3% |
| YTD | -26.5% | -5.8% | -20.7% | -26.0% |
| 1Y | -13.9% | -1.1% | -12.9% | -14.5% |
| 3Y | -11.3% | +111.1% | -122.4% | -27.4% |
| 5Y | -14.8% | +315.6% | -330.4% | -41.4% |
| 10Y | +22.5% | +978.5% | -955.9% | -38.0% |
| All | +8,342.0% | +1,439.7% | +6,902.3% | +2,308.1% |
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