+131.2%
TLT vs CSGP
+1,360.1%
-1,228.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | 0.0% |
| 7D | -0.4% | -4.1% | +3.6% | -0.7% |
| 30D | -0.6% | +2.3% | -2.9% | -0.4% |
| 3M | -2.7% | -8.2% | +5.4% | -3.1% |
| 6M | -5.6% | -35.1% | +29.4% | -7.9% |
| YTD | -2.8% | -54.0% | +51.2% | -7.0% |
| 1Y | -1.4% | -65.3% | +63.9% | -7.4% |
| 3Y | -1.6% | -62.6% | +61.0% | -6.7% |
| 5Y | -33.8% | -64.8% | +31.0% | -37.1% |
| 10Y | -21.1% | +45.1% | -66.2% | -12.2% |
| All | +131.2% | +1,360.1% | -1,228.9% | +234.2% |
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