-12.5%
TLT vs CSGP
+72.5%
-85.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.2% | 0.0% |
| 7D | +0.3% | -1.8% | +2.1% | +0.3% |
| 30D | +5.1% | +5.3% | -0.2% | +5.1% |
| 3M | -0.2% | +3.3% | -3.5% | -0.2% |
| 6M | -2.9% | -4.7% | +1.8% | -2.9% |
| YTD | -2.7% | -53.5% | +50.9% | -2.9% |
| 1Y | -4.6% | -53.7% | +49.1% | -4.8% |
| 3Y | +6.1% | -59.7% | +65.8% | +6.0% |
| 5Y | -35.1% | -62.5% | +27.3% | -35.3% |
| 10Y | -12.5% | +67.3% | -79.8% | -5.7% |
| All | -12.5% | +72.5% | -85.0% | -5.7% |
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 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