+80.5%
TSEM vs CSGP
-53.2%
+133.7%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.0% | -12.8% | -6.8% |
| 7D | -23.1% | +18.3% | -41.4% | -15.9% |
| 30D | -40.4% | +17.8% | -58.2% | -34.1% |
| 3M | -37.9% | +9.3% | -47.1% | -32.9% |
| 6M | -30.8% | -7.9% | -22.9% | -24.7% |
| YTD | +26.7% | -51.5% | +78.3% | +46.4% |
| 1Y | +80.5% | -53.3% | +133.8% | +114.6% |
| All | +80.5% | -53.2% | +133.7% | +114.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling