-64.8%
CSGP vs TNA
-22.2%
-42.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.2% | -2.6% |
| 7D | -4.1% | -0.1% | -4.0% | -4.1% |
| 30D | +2.3% | -4.9% | +7.2% | +3.4% |
| 3M | -8.2% | +0.4% | -8.5% | -9.2% |
| 6M | -35.1% | +32.5% | -67.6% | -41.2% |
| YTD | -54.0% | +53.7% | -107.8% | -60.2% |
| 1Y | -65.3% | +65.1% | -130.4% | -70.9% |
| 3Y | -62.6% | +98.4% | -161.0% | -73.1% |
| All | -64.8% | -22.2% | -42.6% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling