-58.4%
CSGP vs TD
+130.6%
-189.0%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | -0.4% |
| 7D | +13.9% | -3.2% | +17.1% | +15.0% |
| 30D | +16.0% | +4.9% | +11.1% | +14.2% |
| 3M | +6.1% | +2.3% | +3.8% | +5.1% |
| 6M | -8.2% | +17.8% | -25.9% | -14.2% |
| YTD | -52.3% | +33.5% | -85.8% | -57.9% |
| 1Y | -54.5% | +55.9% | -110.4% | -62.7% |
| All | -58.4% | +130.6% | -189.0% | -72.6% |
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