-60.9%
CSGP vs TLN
+581.9%
-642.7%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.7% |
| 7D | +13.9% | -9.4% | +23.2% | +13.8% |
| 30D | +16.0% | -15.2% | +31.2% | +15.9% |
| 3M | +6.1% | -4.1% | +10.2% | +5.8% |
| 6M | -8.2% | -17.8% | +9.7% | -8.4% |
| YTD | -52.3% | -15.6% | -36.7% | -52.7% |
| 1Y | -54.5% | -21.6% | -32.9% | -54.6% |
| 3Y | -58.6% | +497.6% | -556.1% | -69.1% |
| All | -60.9% | +581.9% | -642.7% | -70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling