-62.8%
CSGP vs TLN
+476.4%
-539.2%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +3.8% | -6.2% | -2.5% |
| 7D | -4.1% | +7.1% | -11.1% | -4.2% |
| 30D | +2.3% | -3.9% | +6.2% | +2.3% |
| 3M | -8.2% | -16.2% | +8.0% | -8.1% |
| 6M | -35.1% | -5.8% | -29.2% | -35.6% |
| YTD | -54.0% | -15.4% | -38.6% | -54.3% |
| 1Y | -65.3% | -16.7% | -48.6% | -65.6% |
| All | -62.8% | +476.4% | -539.2% | -72.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling