+136.6%
TDG vs CSGP
-64.7%
+201.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | -2.0% | -4.1% | +2.0% | -0.9% |
| 30D | -7.4% | +2.3% | -9.7% | -8.3% |
| 3M | -5.4% | -8.2% | +2.8% | -3.8% |
| 6M | -11.6% | -35.1% | +23.4% | -0.2% |
| YTD | -12.6% | -54.0% | +41.4% | +9.6% |
| 1Y | -9.3% | -65.3% | +56.0% | +24.6% |
| 3Y | +49.2% | -62.6% | +111.7% | +93.5% |
| All | +136.6% | -64.7% | +201.3% | +196.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling