-55.8%
CSGP vs TD
+56.3%
-112.0%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -7.1% | -3.1% | -4.0% | -7.2% |
| 30D | +3.6% | +6.7% | -3.1% | +3.8% |
| 3M | -2.7% | +3.1% | -5.8% | -2.8% |
| 6M | -8.0% | +17.6% | -25.7% | -9.2% |
| YTD | -55.0% | +34.8% | -89.8% | -55.9% |
| 1Y | -55.8% | +55.6% | -111.4% | -57.4% |
| All | -55.8% | +56.3% | -112.0% | -57.4% |
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 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