+852.7%
TSEM vs CSGP
+61.2%
+791.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | -0.1% | -0.5% |
| 7D | +20.5% | -6.1% | +26.6% | +21.8% |
| 30D | -29.0% | +0.3% | -29.3% | -30.0% |
| 3M | -39.4% | -1.3% | -38.0% | -40.6% |
| 6M | -28.5% | -8.9% | -19.6% | -29.9% |
| YTD | +34.4% | -55.2% | +89.7% | +61.9% |
| 1Y | +48.3% | -56.4% | +104.7% | +80.0% |
| 3Y | +543.5% | -62.2% | +605.7% | +702.3% |
| 5Y | +331.4% | -63.7% | +395.1% | +427.4% |
| All | +852.7% | +61.2% | +791.5% | +481.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling