+604.5%
TDG vs CSGP
+65.8%
+538.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +0.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.2% |
| 30D | +9.7% | +2.8% | +6.9% | +7.3% |
| 3M | -2.3% | -6.3% | +4.0% | -1.6% |
| 6M | +1.3% | -3.2% | +4.5% | -0.6% |
| YTD | -8.5% | -54.0% | +45.5% | +20.4% |
| 1Y | -8.1% | -54.8% | +46.7% | +21.5% |
| 3Y | +43.4% | -60.6% | +104.0% | +92.3% |
| 5Y | +127.8% | -62.6% | +190.4% | +202.7% |
| All | +604.5% | +65.8% | +538.6% | +395.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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