-59.7%
CSGP vs TSN
+42.6%
-102.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.3% | +1.9% | +2.2% |
| 7D | -1.8% | +4.9% | -6.7% | -3.4% |
| 30D | +5.3% | +12.1% | -6.8% | +1.7% |
| 3M | +3.3% | +4.1% | -0.8% | +1.8% |
| 6M | -4.7% | -10.9% | +6.2% | -2.3% |
| YTD | -53.5% | +4.8% | -58.3% | -54.5% |
| 1Y | -53.7% | +17.6% | -71.4% | -56.3% |
| 3Y | -59.7% | +43.2% | -103.0% | -65.1% |
| All | -59.7% | +42.6% | -102.3% | -65.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling