+55.6%
CSGP vs TRGP
+819.3%
-763.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.5% | -2.1% | -0.8% |
| 7D | -6.1% | +9.0% | -15.1% | -7.3% |
| 30D | +0.3% | +1.5% | -1.2% | -0.2% |
| 3M | -1.3% | +10.7% | -12.0% | -3.3% |
| 6M | -8.9% | +17.1% | -26.1% | -11.8% |
| YTD | -55.2% | +63.6% | -118.9% | -59.0% |
| 1Y | -56.4% | +77.0% | -133.4% | -60.6% |
| 3Y | -62.2% | +273.2% | -335.4% | -69.9% |
| 5Y | -63.7% | +508.6% | -572.3% | -73.3% |
| All | +55.6% | +819.3% | -763.7% | -4.8% |
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