+60.0%
CSGP vs TRGP
+822.5%
-762.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.5% | +2.8% |
| 7D | +1.3% | +12.4% | -11.0% | -0.5% |
| 30D | +2.8% | +2.6% | +0.2% | +2.1% |
| 3M | -6.3% | +11.9% | -18.2% | -8.4% |
| 6M | -3.2% | +13.9% | -17.1% | -5.8% |
| YTD | -54.0% | +64.2% | -118.1% | -57.9% |
| 1Y | -54.8% | +78.5% | -133.3% | -59.2% |
| 3Y | -60.6% | +272.9% | -333.5% | -68.6% |
| 5Y | -62.6% | +510.7% | -573.4% | -72.6% |
| All | +60.0% | +822.5% | -762.5% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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