-54.6%
CSGP vs TXG
+350.5%
-405.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.1% | -6.8% | -4.6% |
| 7D | +1.3% | -15.4% | +16.7% | +1.0% |
| 30D | +10.7% | -22.1% | +32.8% | +10.1% |
| 3M | +3.3% | +30.0% | -26.7% | -0.8% |
| 6M | -10.3% | +160.7% | -171.0% | -19.2% |
| YTD | -54.6% | +263.5% | -318.0% | -60.2% |
| 1Y | -54.6% | +356.0% | -410.6% | -60.5% |
| All | -54.6% | +350.5% | -405.1% | -60.5% |
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