-53.3%
CSGP vs TXG
+406.9%
-460.2%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.4% | +0.6% | +4.1% |
| 7D | +18.3% | -19.3% | +37.6% | +18.2% |
| 30D | +17.8% | -30.9% | +48.7% | +18.9% |
| 3M | +9.3% | +41.1% | -31.8% | +5.2% |
| 6M | -7.9% | +211.9% | -219.8% | -17.9% |
| YTD | -51.5% | +314.0% | -365.5% | -57.9% |
| 1Y | -53.3% | +405.4% | -458.7% | -60.0% |
| All | -53.3% | +406.9% | -460.2% | -60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 1y: compounded portfolio wealth divided by compounded TXG 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…
1y analysis · Full analysis span regression · 6 months rolling