+129.1%
TT vs CSGP
-61.9%
+191.0%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.7% |
| 7D | -0.2% | -4.1% | +3.8% | -0.1% |
| 30D | -7.4% | +2.3% | -9.7% | -7.5% |
| 3M | -3.2% | -8.2% | +5.0% | -2.5% |
| 6M | +1.1% | -35.1% | +36.2% | +5.7% |
| YTD | +15.6% | -54.0% | +69.7% | +26.6% |
| 1Y | +9.2% | -65.3% | +74.5% | +26.8% |
| All | +129.1% | -61.9% | +191.0% | +157.1% |
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