-34.7%
TLT vs CSGP
-62.1%
+27.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +0.5% | +13.9% | -13.4% | -0.2% |
| 30D | +6.0% | +16.0% | -10.0% | +5.1% |
| 3M | -0.9% | +6.1% | -7.0% | -1.4% |
| 6M | -2.6% | -8.2% | +5.6% | -2.5% |
| YTD | -3.1% | -52.3% | +49.2% | +0.3% |
| 1Y | -4.4% | -54.5% | +50.1% | -0.7% |
| 3Y | +5.5% | -58.6% | +64.0% | +9.7% |
| 5Y | -34.7% | -61.5% | +26.8% | -33.8% |
| All | -34.7% | -62.1% | +27.4% | -33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling