+877.2%
CSGP vs TMF
-69.3%
+946.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.5% | +1.6% | +4.2% |
| 7D | +18.3% | +4.0% | +14.3% | +18.7% |
| 30D | +17.8% | +19.5% | -1.7% | +19.5% |
| 3M | +9.3% | -3.5% | +12.8% | +8.7% |
| 6M | -7.9% | -10.6% | +2.7% | -8.9% |
| YTD | -51.5% | -17.1% | -34.5% | -52.3% |
| 1Y | -53.3% | -24.3% | -29.1% | -54.4% |
| 3Y | -57.9% | -27.2% | -30.7% | -58.6% |
| 5Y | -61.3% | -87.6% | +26.3% | -69.6% |
| 10Y | +77.5% | -84.8% | +162.3% | +56.3% |
| All | +877.2% | -69.3% | +946.5% | +1,081.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling