-8.2%
CSGP vs TLN
-19.0%
+10.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -2.7% |
| 7D | +13.9% | -9.4% | +23.2% | +10.7% |
| 30D | +16.0% | -15.2% | +31.2% | +11.2% |
| 3M | +6.1% | -4.1% | +10.2% | +6.1% |
| 6M | -8.2% | -17.8% | +9.7% | -11.9% |
| All | -8.2% | -19.0% | +10.8% | -11.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling