+125.7%
TT vs CSGP
-62.1%
+187.8%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.6% | -2.8% | -4.2% |
| 7D | -9.0% | +13.9% | -22.9% | -10.9% |
| 30D | -17.6% | +16.0% | -33.6% | -20.1% |
| 3M | -18.7% | +6.1% | -24.7% | -20.2% |
| 6M | -17.4% | -8.2% | -9.3% | -17.1% |
| YTD | +1.5% | -52.3% | +53.9% | +18.6% |
| 1Y | -9.4% | -54.5% | +45.1% | +7.1% |
| 3Y | +85.1% | -58.6% | +143.7% | +116.8% |
| 5Y | +125.7% | -61.5% | +187.3% | +165.2% |
| All | +125.7% | -62.1% | +187.8% | +165.2% |
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