-53.3%
CSGP vs TD
+61.0%
-114.4%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.8% | +1.2% | +4.1% |
| 7D | +18.3% | +1.4% | +16.9% | +18.3% |
| 30D | +17.8% | +10.2% | +7.5% | +18.0% |
| 3M | +9.3% | +8.1% | +1.1% | +9.2% |
| 6M | -7.9% | +22.3% | -30.2% | -9.4% |
| YTD | -51.5% | +39.0% | -90.6% | -52.8% |
| 1Y | -53.3% | +62.6% | -115.9% | -56.7% |
| All | -53.3% | +61.0% | -114.4% | -56.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 1y: compounded portfolio wealth divided by compounded TD 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…
1y analysis · Full analysis span regression · 6 months rolling