-63.2%
CSGP vs TD
+101.6%
-164.9%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -0.6% | -4.1% | -4.4% |
| 7D | +1.3% | -1.7% | +2.9% | +2.1% |
| 30D | +10.7% | +8.2% | +2.5% | +6.7% |
| 3M | +3.3% | +1.7% | +1.6% | +2.1% |
| 6M | -10.3% | +14.2% | -24.6% | -16.7% |
| YTD | -54.6% | +32.8% | -87.3% | -61.1% |
| 1Y | -54.6% | +55.5% | -110.1% | -64.5% |
| 3Y | -60.3% | +129.6% | -190.0% | -75.4% |
| All | -63.2% | +101.6% | -164.9% | -75.6% |
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 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