+444.9%
TSEM vs CSGP
-58.5%
+503.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.6% | -10.3% | -12.2% |
| 7D | -30.3% | +13.9% | -44.2% | -29.0% |
| 30D | -49.3% | +16.0% | -65.3% | -48.5% |
| 3M | -38.0% | +6.1% | -44.1% | -37.3% |
| 6M | -41.9% | -8.2% | -33.8% | -40.1% |
| YTD | +11.6% | -52.3% | +63.9% | +34.4% |
| 1Y | +50.5% | -54.5% | +105.0% | +83.9% |
| All | +444.9% | -58.5% | +503.4% | +562.0% |
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