-48.0%
CSGP vs TXG
+16.5%
-64.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -3.3% | +0.4% | -2.4% |
| 7D | -3.2% | -3.7% | +0.5% | -2.8% |
| 30D | +2.2% | -22.0% | +24.2% | +4.7% |
| 3M | -3.7% | +7.4% | -11.0% | -7.5% |
| 6M | -7.4% | +191.2% | -198.6% | -27.1% |
| YTD | -54.9% | +285.7% | -340.5% | -66.8% |
| 1Y | -54.9% | +268.3% | -323.2% | -66.6% |
| 3Y | -61.9% | +77.3% | -139.2% | -69.9% |
| 5Y | -63.1% | -62.3% | -0.8% | -64.5% |
| All | -48.0% | +16.5% | -64.5% | -58.3% |
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