+67.3%
CSGP vs TNA
+82.9%
-15.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +9.6% | -7.4% | 0.0% |
| 7D | -1.8% | +2.3% | -4.1% | -2.7% |
| 30D | +5.3% | +1.4% | +3.9% | +4.3% |
| 3M | +3.3% | -21.1% | +24.4% | +8.3% |
| 6M | -4.7% | -9.4% | +4.7% | -4.7% |
| YTD | -53.5% | +29.6% | -83.2% | -58.1% |
| 1Y | -53.7% | +34.6% | -88.4% | -58.9% |
| 3Y | -59.7% | +155.9% | -215.6% | -72.1% |
| 5Y | -62.5% | -44.2% | -18.3% | -65.6% |
| 10Y | +67.3% | +63.7% | +3.6% | -13.0% |
| All | +67.3% | +82.9% | -15.7% | -13.0% |
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