-0.2%
TLT vs CSGP
-61.9%
+61.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.3% |
| 7D | -0.4% | -4.1% | +3.6% | -0.2% |
| 30D | -0.6% | +2.3% | -2.9% | -0.7% |
| 3M | -2.7% | -8.2% | +5.4% | -2.4% |
| 6M | -5.6% | -35.1% | +29.4% | -3.1% |
| YTD | -2.8% | -54.0% | +51.2% | +2.3% |
| 1Y | -1.4% | -65.3% | +63.9% | +6.6% |
| All | -0.2% | -61.9% | +61.7% | +7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling