-1.1%
TFC vs CSGP
-62.4%
+61.3%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.3% | -0.3% | +1.3% |
| 7D | +0.3% | -1.8% | +2.1% | +0.8% |
| 30D | +9.2% | +5.3% | +3.9% | +7.0% |
| 3M | -2.9% | +3.3% | -6.2% | -4.9% |
| 6M | +3.5% | -4.7% | +8.2% | +3.0% |
| YTD | +5.4% | -53.5% | +59.0% | +28.6% |
| 1Y | +17.3% | -53.7% | +71.0% | +43.1% |
| 3Y | +96.7% | -59.7% | +156.4% | +145.9% |
| 5Y | -1.1% | -62.5% | +61.4% | +28.8% |
| All | -1.1% | -62.4% | +61.3% | +28.8% |
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