+3,388.4%
CSGP vs TD
+3,119.3%
+269.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.0% | +2.4% | +0.3% |
| 7D | +13.9% | -3.2% | +17.1% | +15.6% |
| 30D | +16.0% | +4.9% | +11.1% | +13.3% |
| 3M | +6.1% | +2.3% | +3.8% | +4.6% |
| 6M | -8.2% | +17.8% | -25.9% | -15.9% |
| YTD | -52.3% | +33.5% | -85.8% | -59.1% |
| 1Y | -54.5% | +55.9% | -110.4% | -63.8% |
| 3Y | -58.6% | +131.5% | -190.1% | -73.1% |
| 5Y | -61.5% | +103.3% | -164.8% | -73.5% |
| 10Y | +74.7% | +308.6% | -233.9% | -17.1% |
| All | +3,388.4% | +3,119.3% | +269.2% | +834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling