+325.6%
TTD vs CSGP
+51.5%
+274.0%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.5% | -1.9% |
| 7D | -1.9% | +13.9% | -15.8% | -11.9% |
| 30D | +7.5% | +16.0% | -8.5% | -7.1% |
| 3M | -32.4% | +6.1% | -38.5% | -38.1% |
| 6M | -47.9% | -8.2% | -39.8% | -47.2% |
| YTD | -66.3% | -52.3% | -13.9% | -43.2% |
| 1Y | -73.1% | -54.5% | -18.6% | -53.2% |
| 3Y | -83.8% | -58.6% | -25.2% | -72.1% |
| 5Y | -81.3% | -61.5% | -19.8% | -65.4% |
| 10Y | +436.7% | +74.7% | +362.0% | +140.4% |
| All | +325.6% | +51.5% | +274.0% | +154.0% |
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