+60.0%
CSGP vs TNA
+33.3%
+26.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.0% | +3.9% | +3.1% |
| 7D | +1.3% | +3.7% | -2.4% | +0.4% |
| 30D | +2.8% | +4.4% | -1.6% | +1.2% |
| 3M | -6.3% | -26.7% | +20.3% | -0.2% |
| 6M | -3.2% | -12.8% | +9.7% | -2.3% |
| YTD | -54.0% | +22.7% | -76.6% | -58.0% |
| 1Y | -54.8% | +35.7% | -90.5% | -60.0% |
| 3Y | -60.6% | +134.6% | -195.1% | -72.2% |
| 5Y | -62.6% | -46.0% | -16.7% | -65.4% |
| All | +60.0% | +33.3% | +26.7% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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