+508.5%
TTD vs CSGP
+65.8%
+442.6%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.5% | -0.8% |
| 7D | +21.3% | +1.3% | +19.9% | +20.1% |
| 30D | +28.7% | +2.8% | +25.9% | +22.6% |
| 3M | +7.7% | -6.3% | +14.0% | +9.4% |
| 6M | -23.5% | -3.2% | -20.3% | -25.6% |
| YTD | -58.7% | -54.0% | -4.7% | -29.0% |
| 1Y | -63.4% | -54.8% | -8.6% | -36.4% |
| 3Y | -75.3% | -60.6% | -14.7% | -55.6% |
| 5Y | -84.4% | -62.6% | -21.7% | -70.6% |
| All | +508.5% | +65.8% | +442.6% | +277.8% |
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