+65.2%
CSGP vs TSN
+14.3%
+50.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.7% | -4.0% | -4.5% |
| 7D | +1.3% | +4.6% | -3.4% | +0.1% |
| 30D | +10.7% | +15.4% | -4.7% | +7.0% |
| 3M | +3.3% | +2.9% | +0.4% | +2.5% |
| 6M | -10.3% | -10.8% | +0.5% | -8.0% |
| YTD | -54.6% | +4.5% | -59.0% | -55.2% |
| 1Y | -54.6% | +19.5% | -74.2% | -56.8% |
| 3Y | -60.3% | +42.2% | -102.5% | -63.9% |
| 5Y | -63.3% | -14.2% | -49.1% | -62.7% |
| All | +65.2% | +14.3% | +50.9% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TSN.
Daily Out/Under-Performance
Portfolio return minus TSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSN 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 TSN 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