+1,207.0%
CSGP vs TDY
+7,231.6%
-6,024.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +4.5% | -9.2% | -6.0% |
| 7D | +1.3% | -6.0% | +7.3% | +2.9% |
| 30D | +10.7% | +2.4% | +8.3% | +9.4% |
| 3M | +3.3% | -10.0% | +13.3% | +5.9% |
| 6M | -10.3% | -4.0% | -6.4% | -10.4% |
| YTD | -54.6% | +21.1% | -75.7% | -58.0% |
| 1Y | -54.6% | +22.1% | -76.7% | -58.2% |
| 3Y | -60.3% | +64.0% | -124.3% | -66.8% |
| 5Y | -63.3% | +38.6% | -101.9% | -67.7% |
| 10Y | +66.5% | +501.5% | -435.0% | -6.0% |
| All | +1,207.0% | +7,231.6% | -6,024.6% | +394.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling