+88.5%
TFC vs CSGP
+63.3%
+25.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.7% | +3.8% | +0.6% |
| 7D | +1.2% | +1.3% | -0.1% | +0.8% |
| 30D | +8.3% | +10.7% | -2.4% | +3.8% |
| 3M | -5.2% | +3.3% | -8.5% | -7.7% |
| 6M | -0.8% | -10.3% | +9.5% | +0.4% |
| YTD | +3.4% | -54.6% | +58.0% | +30.4% |
| 1Y | +17.0% | -54.6% | +71.7% | +47.4% |
| 3Y | +86.2% | -60.3% | +146.5% | +140.5% |
| 5Y | -2.3% | -63.3% | +61.0% | +26.8% |
| All | +88.5% | +63.3% | +25.2% | +63.9% |
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