-60.3%
CSGP vs TLN
+538.9%
-599.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +7.1% | -11.8% | -4.5% |
| 7D | +1.3% | -1.3% | +2.6% | +1.3% |
| 30D | +10.7% | -10.5% | +21.2% | +10.7% |
| 3M | +3.3% | +0.1% | +3.2% | +3.2% |
| 6M | -10.3% | -17.4% | +7.1% | -10.1% |
| YTD | -54.6% | -9.7% | -44.9% | -54.9% |
| 1Y | -54.6% | -12.3% | -42.4% | -54.9% |
| 3Y | -60.3% | +528.3% | -588.6% | -69.2% |
| All | -60.3% | +538.9% | -599.3% | -69.2% |
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