+911.5%
TT vs CSGP
+45.2%
+866.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.3% | +1.5% |
| 7D | 0.0% | -4.1% | +4.1% | +1.0% |
| 30D | -7.2% | +2.3% | -9.5% | -8.1% |
| 3M | -3.0% | -8.2% | +5.2% | -1.9% |
| 6M | +1.4% | -35.1% | +36.4% | +12.4% |
| YTD | +15.9% | -54.0% | +69.9% | +40.8% |
| 1Y | +9.4% | -65.3% | +74.7% | +45.2% |
| 3Y | +124.4% | -62.6% | +186.9% | +181.7% |
| 5Y | +138.0% | -64.8% | +202.8% | +196.2% |
| All | +911.5% | +45.2% | +866.2% | +721.7% |
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