+67.3%
CSGP vs TRGP
+772.2%
-704.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.4% | -1.2% | +1.7% |
| 7D | -1.8% | -7.2% | +5.3% | -0.8% |
| 30D | +5.3% | -4.2% | +9.5% | +5.7% |
| 3M | +3.3% | +7.0% | -3.6% | +1.8% |
| 6M | -4.7% | +11.2% | -15.9% | -7.0% |
| YTD | -53.5% | +51.1% | -104.6% | -57.0% |
| 1Y | -53.7% | +62.0% | -115.8% | -57.6% |
| 3Y | -59.7% | +248.2% | -307.9% | -67.6% |
| 5Y | -62.5% | +432.4% | -494.9% | -71.9% |
| 10Y | +67.3% | +739.5% | -672.3% | +3.2% |
| All | +67.3% | +772.2% | -704.9% | +3.2% |
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