-62.8%
CSGP vs TMF
-42.2%
-20.6%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.1% | -1.4% | -2.6% | -3.9% |
| 30D | +2.3% | -2.8% | +5.1% | +2.7% |
| 3M | -8.2% | -10.9% | +2.7% | -6.9% |
| 6M | -35.1% | -21.3% | -13.7% | -33.2% |
| YTD | -54.0% | -15.9% | -38.2% | -53.2% |
| 1Y | -65.3% | -15.7% | -49.6% | -64.7% |
| All | -62.8% | -42.2% | -20.6% | -61.8% |
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