-83.5%
TTD vs CSGP
-58.5%
-25.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.5% |
| 7D | -1.9% | +13.9% | -15.8% | -7.5% |
| 30D | +7.5% | +16.0% | -8.5% | -0.7% |
| 3M | -32.4% | +6.1% | -38.5% | -35.3% |
| 6M | -47.9% | -8.2% | -39.8% | -47.1% |
| YTD | -66.3% | -52.3% | -13.9% | -54.8% |
| 1Y | -73.1% | -54.5% | -18.6% | -63.4% |
| All | -83.5% | -58.5% | -25.0% | -75.8% |
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 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