-16.9%
TLT vs CSGP
+63.3%
-80.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.7% | +4.7% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | +0.1% |
| 30D | +6.2% | +10.7% | -4.5% | +6.2% |
| 3M | -0.3% | +3.3% | -3.6% | -0.3% |
| 6M | -3.4% | -10.3% | +7.0% | -3.4% |
| YTD | -3.1% | -54.6% | +51.4% | -3.3% |
| 1Y | -5.2% | -54.6% | +49.4% | -5.4% |
| 3Y | +6.5% | -60.3% | +66.8% | +6.4% |
| 5Y | -34.7% | -63.3% | +28.6% | -34.9% |
| All | -16.9% | +63.3% | -80.2% | -9.0% |
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