+1.8%
TFC vs CSGP
-9.0%
+10.9%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | +1.1% | +13.9% | -12.8% | 0.0% |
| 30D | +7.8% | +16.0% | -8.2% | +6.5% |
| 3M | -4.8% | +6.1% | -10.9% | -5.5% |
| 6M | +1.8% | -8.2% | +10.0% | -0.3% |
| All | +1.8% | -9.0% | +10.9% | -0.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling