-61.9%
CSGP vs TNA
+147.0%
-208.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.1% | -0.9% | -2.5% |
| 7D | -3.2% | -0.5% | -2.7% | -3.3% |
| 30D | +2.2% | -0.7% | +2.9% | +1.9% |
| 3M | -3.7% | -21.5% | +17.8% | +0.1% |
| 6M | -7.4% | -11.2% | +3.8% | -7.1% |
| YTD | -54.9% | +27.0% | -81.9% | -58.7% |
| 1Y | -54.9% | +28.0% | -82.9% | -59.0% |
| 3Y | -61.9% | +142.9% | -204.8% | -73.1% |
| All | -61.9% | +147.0% | -208.9% | -73.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling