-47.8%
CSGP vs TSLQ
-97.8%
+50.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | -0.5% |
| 7D | -7.1% | -7.3% | +0.2% | -7.3% |
| 30D | +3.6% | -13.2% | +16.9% | +3.1% |
| 3M | -2.7% | -37.6% | +34.9% | -4.7% |
| 6M | -8.0% | -9.3% | +1.3% | -7.3% |
| YTD | -55.0% | -19.1% | -35.9% | -54.6% |
| 1Y | -55.8% | -27.2% | -28.6% | -55.6% |
| 3Y | -62.0% | -97.1% | +35.1% | -67.7% |
| All | -47.8% | -97.8% | +50.0% | -54.0% |
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