+40.1%
CSGP vs TDY
+454.8%
-414.7%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.5% |
| 7D | -5.1% | -0.9% | -4.2% | -4.8% |
| 30D | +0.3% | -12.5% | +12.8% | +5.6% |
| 3M | -9.1% | -1.2% | -7.9% | -9.5% |
| 6M | -37.3% | -6.6% | -30.7% | -36.4% |
| YTD | -54.9% | +18.5% | -73.4% | -59.1% |
| 1Y | -65.5% | +10.8% | -76.3% | -67.9% |
| 3Y | -63.3% | +47.5% | -110.8% | -70.3% |
| 5Y | -65.8% | +35.8% | -101.6% | -71.6% |
| 10Y | +40.1% | +459.0% | -418.8% | -36.0% |
| All | +40.1% | +454.8% | -414.7% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 10y: compounded portfolio wealth divided by compounded TDY 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…
10y analysis · Full analysis span regression · 6 months rolling