+318.5%
TFC vs CSGP
+3,334.4%
-3,015.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.5% | +0.6% |
| 7D | +2.4% | -4.1% | +6.5% | +3.3% |
| 30D | -1.3% | +2.3% | -3.6% | -2.1% |
| 3M | +6.1% | -8.2% | +14.2% | +7.3% |
| 6M | +7.3% | -35.1% | +42.4% | +16.7% |
| YTD | +8.2% | -54.0% | +62.2% | +25.9% |
| 1Y | +14.4% | -65.3% | +79.7% | +41.6% |
| 3Y | +93.7% | -62.6% | +156.3% | +133.2% |
| 5Y | +16.4% | -64.8% | +81.2% | +39.7% |
| 10Y | +101.6% | +45.1% | +56.5% | +79.3% |
| All | +318.5% | +3,334.4% | -3,015.9% | +107.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling