-57.7%
CSGP vs TMF
-25.6%
-32.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | +3.6% |
| 7D | +18.3% | +4.0% | +14.3% | +17.6% |
| 30D | +17.8% | +19.5% | -1.7% | +15.1% |
| 3M | +9.3% | -3.5% | +12.8% | +9.6% |
| 6M | -7.9% | -10.6% | +2.7% | -7.1% |
| YTD | -51.5% | -17.1% | -34.5% | -50.8% |
| 1Y | -53.3% | -24.3% | -29.1% | -52.0% |
| All | -57.7% | -25.6% | -32.1% | -57.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling