-62.8%
CSGP vs TD
+123.2%
-186.0%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.1% | -2.0% |
| 7D | -4.1% | +0.3% | -4.4% | -4.2% |
| 30D | +2.3% | +0.4% | +1.9% | +2.0% |
| 3M | -8.2% | +7.6% | -15.8% | -11.0% |
| 6M | -35.1% | +25.0% | -60.1% | -41.1% |
| YTD | -54.0% | +31.0% | -85.0% | -59.2% |
| 1Y | -65.3% | +65.2% | -130.5% | -72.5% |
| All | -62.8% | +123.2% | -186.0% | -75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling