+529.3%
TSEM vs CSGP
-59.5%
+588.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +11.2% |
| 7D | -2.0% | -1.8% | -0.1% | -2.1% |
| 30D | -33.4% | +5.3% | -38.7% | -32.8% |
| 3M | -39.7% | +3.3% | -43.0% | -39.2% |
| 6M | -27.8% | -4.7% | -23.2% | -26.7% |
| YTD | +29.7% | -53.5% | +83.2% | +55.8% |
| 1Y | +81.1% | -53.7% | +134.9% | +117.6% |
| 3Y | +529.3% | -59.7% | +589.0% | +667.7% |
| All | +529.3% | -59.5% | +588.8% | +667.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling