+73.3%
CSGP vs TMF
-84.4%
+157.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.6% | -2.2% | -1.6% |
| 7D | +13.9% | +2.7% | +11.2% | +13.9% |
| 30D | +16.0% | +19.3% | -3.3% | +15.9% |
| 3M | +6.1% | -3.7% | +9.8% | +6.0% |
| 6M | -8.2% | -11.3% | +3.2% | -8.3% |
| YTD | -52.3% | -16.6% | -35.7% | -52.4% |
| 1Y | -54.5% | -21.1% | -33.4% | -54.6% |
| 3Y | -58.6% | -26.8% | -31.8% | -58.5% |
| 5Y | -61.5% | -88.0% | +26.5% | -66.0% |
| All | +73.3% | -84.4% | +157.7% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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