+1,316.2%
TSEM vs CSGP
+44.3%
+1,271.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.4% | +10.3% | +8.4% |
| 7D | +6.9% | -4.1% | +11.0% | +7.8% |
| 30D | +5.3% | +2.3% | +3.0% | +4.1% |
| 3M | -14.9% | -8.2% | -6.7% | -14.8% |
| 6M | +80.0% | -35.1% | +115.1% | +98.6% |
| YTD | +89.4% | -54.0% | +143.4% | +130.9% |
| 1Y | +253.1% | -65.3% | +318.4% | +371.7% |
| 3Y | +642.1% | -62.6% | +704.7% | +846.4% |
| 5Y | +659.1% | -64.8% | +723.9% | +858.7% |
| All | +1,316.2% | +44.3% | +1,271.9% | +819.5% |
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