+80.9%
TFC vs CSGP
+61.5%
+19.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.8% | +0.8% |
| 7D | +1.7% | -3.2% | +4.9% | +2.7% |
| 30D | +9.0% | +2.2% | +6.8% | +7.3% |
| 3M | -2.1% | -3.7% | +1.5% | -2.4% |
| 6M | +3.4% | -7.4% | +10.8% | +3.5% |
| YTD | +5.3% | -54.9% | +60.2% | +33.0% |
| 1Y | +16.2% | -54.9% | +71.0% | +46.5% |
| 3Y | +94.8% | -61.9% | +156.7% | +155.5% |
| 5Y | -0.7% | -63.1% | +62.4% | +28.5% |
| 10Y | +80.9% | +65.1% | +15.7% | +58.2% |
| All | +80.9% | +61.5% | +19.4% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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