+43.0%
CSGP vs TD
+294.7%
-251.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -1.8% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +2.3% | +0.4% | +1.9% | +1.9% |
| 3M | -8.2% | +7.6% | -15.8% | -11.9% |
| 6M | -35.1% | +25.0% | -60.1% | -42.4% |
| YTD | -54.0% | +31.0% | -85.0% | -60.2% |
| 1Y | -65.3% | +65.2% | -130.5% | -73.4% |
| 3Y | -62.6% | +122.5% | -185.1% | -75.6% |
| 5Y | -64.8% | +124.8% | -189.6% | -77.3% |
| All | +43.0% | +294.7% | -251.7% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling