-47.3%
CSGP vs TSLQ
-97.3%
+50.1%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -8.4% | +3.7% | -5.1% |
| 7D | +1.3% | +19.7% | -18.4% | +2.4% |
| 30D | +10.7% | +4.1% | +6.6% | +11.1% |
| 3M | +3.3% | -30.9% | +34.2% | +1.6% |
| 6M | -10.3% | -13.6% | +3.3% | -10.2% |
| YTD | -54.6% | -2.6% | -52.0% | -53.8% |
| 1Y | -54.6% | -10.4% | -44.2% | -54.0% |
| 3Y | -60.3% | -96.4% | +36.0% | -65.8% |
| All | -47.3% | -97.3% | +50.1% | -53.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling