-63.1%
CSGP vs TD
+101.4%
-164.4%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | +1.3% | +1.1% | +0.2% | +0.9% |
| 30D | +2.8% | +5.2% | -2.4% | +0.4% |
| 3M | -6.3% | +1.2% | -7.6% | -7.1% |
| 6M | -3.2% | +17.7% | -20.9% | -11.4% |
| YTD | -54.0% | +34.2% | -88.2% | -60.8% |
| 1Y | -54.8% | +55.4% | -110.3% | -64.5% |
| 3Y | -60.6% | +130.4% | -191.0% | -75.5% |
| All | -63.1% | +101.4% | -164.4% | -75.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling