-64.8%
CSGP vs TSN
-22.4%
-42.4%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.3% |
| 7D | -4.1% | -6.3% | +2.3% | -2.5% |
| 30D | +2.3% | -10.8% | +13.1% | +5.4% |
| 3M | -8.2% | -8.8% | +0.6% | -5.8% |
| 6M | -35.1% | -16.8% | -18.2% | -32.2% |
| YTD | -54.0% | -10.0% | -44.0% | -52.9% |
| 1Y | -65.3% | -5.3% | -60.1% | -65.0% |
| 3Y | -62.6% | +8.5% | -71.1% | -64.0% |
| All | -64.8% | -22.4% | -42.4% | -61.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling