+535.2%
TDG vs CSGP
+41.1%
+494.0%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.8% | +0.4% | -0.7% |
| 7D | -0.9% | -5.1% | +4.2% | +1.1% |
| 30D | -6.5% | +0.3% | -6.9% | -7.1% |
| 3M | -5.1% | -9.1% | +4.1% | -2.8% |
| 6M | -11.5% | -37.3% | +25.7% | +4.7% |
| YTD | -13.9% | -54.9% | +41.0% | +15.5% |
| 1Y | -11.5% | -65.5% | +54.1% | +32.5% |
| 3Y | +53.7% | -63.3% | +116.9% | +114.8% |
| 5Y | +135.5% | -65.8% | +201.3% | +228.7% |
| 10Y | +535.2% | +40.1% | +495.0% | +422.5% |
| All | +535.2% | +41.1% | +494.0% | +422.5% |
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