+50.5%
TSEM vs CSGP
-55.1%
+105.5%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.9% | -0.2% | -4.5% |
| 7D | -9.5% | -3.2% | -6.3% | -10.8% |
| 30D | -35.5% | +2.2% | -37.7% | -33.4% |
| 3M | -41.6% | -3.7% | -37.9% | -40.3% |
| 6M | -30.1% | -7.4% | -22.6% | -26.5% |
| YTD | +25.7% | -54.9% | +80.6% | +36.8% |
| 1Y | +50.5% | -54.9% | +105.3% | +63.9% |
| All | +50.5% | -55.1% | +105.5% | +63.9% |
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