-63.8%
TTD vs CSGP
-55.2%
-8.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.2% | +3.8% | +3.7% |
| 7D | +20.8% | -7.1% | +27.9% | +24.5% |
| 30D | +33.8% | +3.6% | +30.2% | +29.8% |
| 3M | +17.8% | -2.7% | +20.6% | +17.4% |
| 6M | -25.7% | -8.0% | -17.7% | -24.6% |
| YTD | -57.9% | -55.0% | -2.9% | -41.9% |
| 1Y | -63.8% | -55.8% | -8.1% | -50.0% |
| All | -63.8% | -55.2% | -8.7% | -50.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling