+65.2%
CSGP vs TMF
-84.4%
+149.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.2% | -4.5% | -4.7% |
| 7D | +1.3% | +1.2% | +0.1% | +1.2% |
| 30D | +10.7% | +19.7% | -9.1% | +10.6% |
| 3M | +3.3% | -2.1% | +5.4% | +3.2% |
| 6M | -10.3% | -13.4% | +3.1% | -10.4% |
| YTD | -54.6% | -16.7% | -37.8% | -54.6% |
| 1Y | -54.6% | -23.3% | -31.3% | -54.7% |
| 3Y | -60.3% | -24.8% | -35.5% | -60.3% |
| 5Y | -63.3% | -88.0% | +24.7% | -67.6% |
| All | +65.2% | -84.4% | +149.6% | +62.3% |
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