+75.7%
TFC vs CSGP
+65.8%
+9.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.6% | +0.3% |
| 7D | +2.3% | +1.3% | +0.9% | +1.8% |
| 30D | +10.8% | +2.8% | +8.0% | +8.9% |
| 3M | -3.8% | -6.3% | +2.6% | -3.0% |
| 6M | +9.6% | -3.2% | +12.7% | +8.1% |
| YTD | +5.8% | -54.0% | +59.7% | +32.7% |
| 1Y | +16.2% | -54.8% | +71.0% | +46.6% |
| 3Y | +96.0% | -60.6% | +156.6% | +153.9% |
| 5Y | +1.7% | -62.6% | +64.3% | +31.1% |
| All | +75.7% | +65.8% | +9.8% | +56.5% |
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