+146.0%
TT vs CSGP
-64.7%
+210.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +1.0% |
| 7D | -0.2% | -4.1% | +3.8% | +0.5% |
| 30D | -7.4% | +2.3% | -9.7% | -8.0% |
| 3M | -3.2% | -8.2% | +5.0% | -2.2% |
| 6M | +1.1% | -35.1% | +36.2% | +10.2% |
| YTD | +15.6% | -54.0% | +69.7% | +36.5% |
| 1Y | +9.2% | -65.3% | +74.5% | +39.9% |
| 3Y | +124.4% | -62.6% | +186.9% | +172.2% |
| All | +146.0% | -64.7% | +210.7% | +176.4% |
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