-47.7%
CSGP vs TXG
+9.8%
-57.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -5.0% |
| 7D | +1.3% | -15.4% | +16.7% | +3.4% |
| 30D | +10.7% | -22.1% | +32.8% | +13.4% |
| 3M | +3.3% | +30.0% | -26.7% | -4.3% |
| 6M | -10.3% | +160.7% | -171.0% | -28.0% |
| YTD | -54.6% | +263.5% | -318.0% | -66.2% |
| 1Y | -54.6% | +356.0% | -410.6% | -68.0% |
| 3Y | -60.3% | +53.4% | -113.7% | -67.8% |
| 5Y | -63.3% | -66.7% | +3.4% | -64.0% |
| All | -47.7% | +9.8% | -57.4% | -57.6% |
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