-46.1%
CSGP vs TSLQ
-97.6%
+51.5%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -11.1% | +13.3% | +1.7% |
| 7D | -1.8% | +8.5% | -10.3% | -1.2% |
| 30D | +5.3% | -4.8% | +10.1% | +5.3% |
| 3M | +3.3% | -34.9% | +38.2% | +1.4% |
| 6M | -4.7% | -10.6% | +6.0% | -4.1% |
| YTD | -53.5% | -13.4% | -40.2% | -53.0% |
| 1Y | -53.7% | -25.9% | -27.8% | -53.6% |
| 3Y | -59.7% | -96.9% | +37.2% | -65.8% |
| All | -46.1% | -97.6% | +51.5% | -52.3% |
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