-62.8%
CSGP vs TXG
+17.1%
-79.9%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.3% |
| 7D | -4.1% | +1.8% | -5.9% | -4.3% |
| 30D | +2.3% | +32.0% | -29.7% | -1.6% |
| 3M | -8.2% | +87.0% | -95.2% | -16.6% |
| 6M | -35.1% | +180.1% | -215.1% | -45.0% |
| YTD | -54.0% | +284.1% | -338.2% | -63.2% |
| 1Y | -65.3% | +361.7% | -427.0% | -73.4% |
| All | -62.8% | +17.1% | -79.9% | -66.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling