-54.6%
CSGP vs TNA
+18.5%
-73.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.8% | -7.5% | -4.7% |
| 7D | +1.3% | -7.0% | +8.3% | +1.5% |
| 30D | +10.7% | -6.4% | +17.1% | +10.7% |
| 3M | +3.3% | -25.7% | +28.9% | +3.9% |
| 6M | -10.3% | -19.7% | +9.4% | -10.2% |
| YTD | -54.6% | +18.3% | -72.8% | -56.7% |
| 1Y | -54.6% | +24.6% | -79.2% | -57.4% |
| All | -54.6% | +18.5% | -73.2% | -57.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling