+55.6%
CSGP vs TD
+300.1%
-244.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.4% |
| 7D | -6.1% | +0.6% | -6.7% | -6.3% |
| 30D | +0.3% | +5.0% | -4.6% | -2.0% |
| 3M | -1.3% | +1.1% | -2.4% | -2.1% |
| 6M | -8.9% | +16.5% | -25.4% | -16.1% |
| YTD | -55.2% | +34.3% | -89.5% | -61.7% |
| 1Y | -56.4% | +52.9% | -109.3% | -65.1% |
| 3Y | -62.2% | +132.2% | -194.4% | -75.8% |
| 5Y | -63.7% | +101.9% | -165.5% | -75.2% |
| All | +55.6% | +300.1% | -244.6% | -31.2% |
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