+57.6%
TDG vs CSGP
-60.4%
+118.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.7% | +5.3% | +1.5% |
| 7D | +4.4% | +1.3% | +3.1% | +4.1% |
| 30D | +9.2% | +10.7% | -1.5% | +6.7% |
| 3M | -5.2% | +3.3% | -8.4% | -6.4% |
| 6M | -2.9% | -10.3% | +7.4% | -2.0% |
| YTD | -10.0% | -54.6% | +44.6% | +5.2% |
| 1Y | -5.9% | -54.6% | +48.8% | +9.9% |
| 3Y | +57.6% | -60.3% | +117.9% | +86.1% |
| All | +57.6% | -60.4% | +118.0% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling