+379.4%
TTD vs CSGP
+46.2%
+333.2%
-90.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.4% | -1.9% | -2.5% |
| 7D | +6.3% | -4.1% | +10.4% | +9.8% |
| 30D | -23.9% | +2.3% | -26.2% | -26.2% |
| 3M | -31.4% | -8.2% | -23.2% | -28.2% |
| 6M | -42.7% | -35.1% | -7.6% | -20.9% |
| YTD | -62.0% | -54.0% | -8.0% | -32.2% |
| 1Y | -72.2% | -65.3% | -6.9% | -38.0% |
| 3Y | -81.9% | -62.6% | -19.4% | -65.1% |
| 5Y | -81.5% | -64.8% | -16.7% | -62.2% |
| All | +379.4% | +46.2% | +333.2% | +203.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling