+769.2%
TSEM vs CSGP
+63.3%
+705.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -4.7% | +9.5% | +5.7% |
| 7D | -17.5% | +1.3% | -18.8% | -17.9% |
| 30D | -44.7% | +10.7% | -55.4% | -46.7% |
| 3M | -38.9% | +3.3% | -42.2% | -40.8% |
| 6M | -36.7% | -10.3% | -26.3% | -37.6% |
| YTD | +17.0% | -54.6% | +71.5% | +40.5% |
| 1Y | +62.8% | -54.6% | +117.5% | +95.4% |
| 3Y | +471.3% | -60.3% | +531.6% | +602.1% |
| 5Y | +290.3% | -63.3% | +353.6% | +376.8% |
| All | +769.2% | +63.3% | +705.9% | +402.1% |
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