-45.1%
CSGP vs TXG
+7.5%
-52.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -14.0% | +12.4% | +0.5% |
| 7D | +13.9% | -28.8% | +42.7% | +19.1% |
| 30D | +16.0% | -28.0% | +44.0% | +20.3% |
| 3M | +6.1% | +22.3% | -16.2% | -0.7% |
| 6M | -8.2% | +163.8% | -172.0% | -26.5% |
| YTD | -52.3% | +256.0% | -308.3% | -64.4% |
| 1Y | -54.5% | +330.4% | -384.9% | -67.5% |
| 3Y | -58.6% | +46.2% | -104.8% | -66.0% |
| 5Y | -61.5% | -67.4% | +5.9% | -62.1% |
| All | -45.1% | +7.5% | -52.6% | -55.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling