-64.8%
CSGP vs TMF
-87.5%
+22.8%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.4% | -2.8% | -2.5% |
| 7D | -4.1% | -1.4% | -2.6% | -4.0% |
| 30D | +2.3% | -2.8% | +5.1% | +2.6% |
| 3M | -8.2% | -10.9% | +2.7% | -7.4% |
| 6M | -35.1% | -21.3% | -13.7% | -33.9% |
| YTD | -54.0% | -15.9% | -38.2% | -53.5% |
| 1Y | -65.3% | -15.7% | -49.6% | -64.9% |
| 3Y | -62.6% | -43.4% | -19.2% | -61.8% |
| All | -64.8% | -87.5% | +22.8% | -64.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling