+339.5%
TTD vs CSGP
+54.0%
+285.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.0% | -1.1% | -0.2% |
| 7D | +3.7% | +18.3% | -14.6% | -9.6% |
| 30D | +10.4% | +17.8% | -7.4% | -5.6% |
| 3M | -31.6% | +9.3% | -40.8% | -38.8% |
| 6M | -45.1% | -7.9% | -37.2% | -44.4% |
| YTD | -65.1% | -51.5% | -13.6% | -42.1% |
| 1Y | -72.0% | -53.3% | -18.7% | -52.2% |
| 3Y | -83.3% | -57.9% | -25.4% | -71.5% |
| 5Y | -81.7% | -61.3% | -20.4% | -66.2% |
| 10Y | +454.3% | +77.5% | +376.7% | +145.2% |
| All | +339.5% | +54.0% | +285.5% | +159.0% |
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