-65.3%
CSGP vs TLN
-17.2%
-48.1%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -1.9% |
| 7D | -4.1% | +7.1% | -11.1% | -3.1% |
| 30D | +2.3% | -3.9% | +6.2% | +1.9% |
| 3M | -8.2% | -16.2% | +8.0% | -9.9% |
| 6M | -35.1% | -5.8% | -29.2% | -35.9% |
| YTD | -54.0% | -15.4% | -38.6% | -54.8% |
| 1Y | -65.3% | -16.7% | -48.6% | -65.9% |
| All | -65.3% | -17.2% | -48.1% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling