-1.4%
TFC vs CSGP
-62.1%
+60.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.6% |
| 7D | +1.1% | +13.9% | -12.8% | -2.3% |
| 30D | +7.8% | +16.0% | -8.2% | +2.9% |
| 3M | -4.8% | +6.1% | -10.9% | -7.3% |
| 6M | +1.8% | -8.2% | +10.0% | +2.5% |
| YTD | +4.4% | -52.3% | +56.7% | +26.5% |
| 1Y | +18.0% | -54.5% | +72.5% | +45.0% |
| 3Y | +85.2% | -58.6% | +143.8% | +129.8% |
| 5Y | -1.4% | -61.5% | +60.1% | +27.5% |
| All | -1.4% | -62.1% | +60.7% | +27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling