-85.4%
TTD vs CSGP
-63.4%
-22.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.7% | +5.6% | +4.0% |
| 7D | +5.2% | +1.3% | +3.9% | +4.0% |
| 30D | +6.9% | +10.7% | -3.7% | -3.0% |
| 3M | -26.8% | +3.3% | -30.1% | -31.1% |
| 6M | -46.1% | -10.3% | -35.8% | -44.5% |
| YTD | -65.9% | -54.6% | -11.4% | -43.0% |
| 1Y | -71.8% | -54.6% | -17.2% | -53.0% |
| 3Y | -83.3% | -60.3% | -23.0% | -71.9% |
| All | -85.4% | -63.4% | -22.0% | -69.9% |
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