+130.4%
TLT vs CSGP
+1,413.9%
-1,283.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.1% |
| 7D | +0.5% | +13.9% | -13.4% | +1.3% |
| 30D | +6.0% | +16.0% | -10.0% | +7.1% |
| 3M | -0.9% | +6.1% | -7.0% | -0.4% |
| 6M | -2.6% | -8.2% | +5.6% | -2.8% |
| YTD | -3.1% | -52.3% | +49.2% | -7.0% |
| 1Y | -4.4% | -54.5% | +50.1% | -8.5% |
| 3Y | +5.5% | -58.6% | +64.0% | +0.9% |
| 5Y | -34.7% | -61.5% | +26.8% | -37.5% |
| 10Y | -17.6% | +74.7% | -92.3% | -6.7% |
| All | +130.4% | +1,413.9% | -1,283.5% | +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