-61.5%
CSGP vs TXG
+76.2%
-137.6%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.1% | -0.1% |
| 7D | -7.1% | -8.1% | +1.0% | -6.5% |
| 30D | +3.6% | -17.5% | +21.1% | +4.5% |
| 3M | -2.7% | +6.1% | -8.9% | -5.9% |
| 6M | -8.1% | +202.7% | -210.7% | -24.4% |
| YTD | -55.0% | +280.4% | -335.4% | -64.7% |
| 1Y | -55.8% | +274.0% | -329.8% | -65.3% |
| All | -61.5% | +76.2% | -137.6% | -68.3% |
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 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