-63.1%
CSGP vs TD
+104.2%
-167.3%
-72.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.8% |
| 7D | -3.2% | -0.7% | -2.5% | -2.8% |
| 30D | +2.2% | +7.6% | -5.4% | -1.2% |
| 3M | -3.7% | +3.0% | -6.7% | -5.3% |
| 6M | -7.4% | +16.8% | -24.3% | -14.9% |
| YTD | -54.9% | +34.3% | -89.2% | -61.6% |
| 1Y | -54.9% | +56.0% | -110.9% | -64.7% |
| 3Y | -61.9% | +132.4% | -194.3% | -76.5% |
| 5Y | -63.1% | +103.7% | -166.8% | -75.7% |
| All | -63.1% | +104.2% | -167.3% | -75.7% |
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