-47.7%
CSGP vs TSLQ
-97.6%
+50.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -3.0% |
| 7D | -3.2% | +4.7% | -7.9% | -2.7% |
| 30D | +2.2% | -5.6% | +7.8% | +2.2% |
| 3M | -3.7% | -34.6% | +30.9% | -5.4% |
| 6M | -7.4% | -11.4% | +3.9% | -6.9% |
| YTD | -54.9% | -14.1% | -40.8% | -54.4% |
| 1Y | -54.9% | -20.7% | -34.1% | -54.5% |
| 3Y | -61.9% | -96.9% | +34.9% | -67.5% |
| All | -47.7% | -97.6% | +50.0% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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