+55.6%
CSGP vs TXT
+90.9%
-35.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.9% | +1.3% | 0.0% |
| 7D | -6.1% | -1.1% | -5.0% | -5.8% |
| 30D | +0.3% | +13.3% | -12.9% | -3.7% |
| 3M | -1.3% | -5.1% | +3.8% | 0.0% |
| 6M | -8.9% | -7.1% | -1.8% | -7.6% |
| YTD | -55.2% | -3.2% | -52.0% | -55.6% |
| 1Y | -56.4% | +2.3% | -58.7% | -57.5% |
| 3Y | -62.2% | +11.1% | -73.3% | -64.6% |
| 5Y | -63.7% | +10.0% | -73.7% | -66.4% |
| All | +55.6% | +90.9% | -35.3% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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