+315.0%
TSEM vs CSGP
-62.4%
+377.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.3% | +8.6% | +10.9% |
| 7D | -2.0% | -1.8% | -0.1% | -2.0% |
| 30D | -33.4% | +5.3% | -38.7% | -33.7% |
| 3M | -39.7% | +3.3% | -43.0% | -40.1% |
| 6M | -27.8% | -4.7% | -23.2% | -28.0% |
| YTD | +29.7% | -53.5% | +83.2% | +49.7% |
| 1Y | +81.1% | -53.7% | +134.9% | +109.1% |
| 3Y | +529.3% | -59.7% | +589.0% | +644.1% |
| 5Y | +315.0% | -62.5% | +377.4% | +453.1% |
| All | +315.0% | -62.4% | +377.4% | +453.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling