-81.3%
TTD vs CSGP
-62.1%
-19.3%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -2.1% |
| 7D | -1.9% | +13.9% | -15.8% | -10.7% |
| 30D | +7.5% | +16.0% | -8.5% | -5.4% |
| 3M | -32.4% | +6.1% | -38.5% | -37.3% |
| 6M | -47.9% | -8.2% | -39.8% | -47.0% |
| YTD | -66.3% | -52.3% | -13.9% | -45.2% |
| 1Y | -73.1% | -54.5% | -18.6% | -55.0% |
| 3Y | -83.8% | -58.6% | -25.2% | -73.5% |
| 5Y | -81.3% | -61.5% | -19.8% | -62.2% |
| All | -81.3% | -62.1% | -19.3% | -62.2% |
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