+753.3%
TT vs CSGP
+63.3%
+690.0%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.7% | +7.1% | +3.5% |
| 7D | -2.0% | +1.3% | -3.3% | -2.4% |
| 30D | -14.0% | +10.7% | -24.7% | -17.0% |
| 3M | -15.9% | +3.3% | -19.1% | -17.9% |
| 6M | -17.3% | -10.3% | -7.0% | -17.1% |
| YTD | +4.0% | -54.6% | +58.5% | +25.1% |
| 1Y | -7.1% | -54.6% | +47.5% | +11.6% |
| 3Y | +90.2% | -60.3% | +150.6% | +130.7% |
| 5Y | +131.1% | -63.3% | +194.4% | +180.3% |
| All | +753.3% | +63.3% | +690.0% | +590.7% |
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