Test-time adaptation (TTA) has attracted significant attention due to its practical properties which enable the adaptation of a pre-trained model to a new domain with only target dataset during the inference stage. Prior works on TTA assume that the target dataset comes from the same distribution and thus constitutes a single homogeneous domain. In practice, however, the target domain can contain multiple homogeneous domains which are sufficiently distinctive from each other and those multiple domains might occur cyclically. Our preliminary investigation shows that domain-specific TTA outperforms vanilla TTA treating compound domain (CD) as a single one. However, domain labels are not available for CD, which makes domain-specific TTA not practicable. To this end, we propose an online clustering algorithm for finding pseudo-domain labels to obtain similar benefits as domain-specific configuration and accumulating knowledge of cyclic domains effectively. Moreover, we observe that there is a significant discrepancy in terms of prediction quality among samples, especially in the CD context. This further motivates us to boost its performance with gradient denoising by considering the image-wise similarity with the source distribution. Overall, the key contribution of our work lies in proposing a highly significant new task compound domain test-time adaptation (CD-TTA) on semantic segmentation as well as providing a strong baseline to facilitate future works to benchmark.