-47.0%
CSGP vs TXG
+7.8%
-54.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +3.1% |
| 7D | +1.3% | -1.8% | +3.2% | +1.6% |
| 30D | +2.8% | -20.4% | +23.2% | +4.9% |
| 3M | -6.3% | +0.1% | -6.4% | -9.2% |
| 6M | -3.2% | +176.2% | -179.3% | -23.1% |
| YTD | -54.0% | +256.8% | -310.7% | -65.7% |
| 1Y | -54.8% | +255.9% | -310.7% | -66.4% |
| 3Y | -60.6% | +60.2% | -120.8% | -68.3% |
| 5Y | -62.6% | -65.1% | +2.4% | -63.6% |
| All | -47.0% | +7.8% | -54.7% | -56.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling