+272.2%
TSEM vs CSGP
-62.1%
+334.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | -1.6% | -10.3% | -12.0% |
| 7D | -30.3% | +13.9% | -44.2% | -30.3% |
| 30D | -49.3% | +16.0% | -65.3% | -49.7% |
| 3M | -38.0% | +6.1% | -44.1% | -38.3% |
| 6M | -41.9% | -8.2% | -33.8% | -41.3% |
| YTD | +11.6% | -52.3% | +63.9% | +28.8% |
| 1Y | +50.5% | -54.5% | +105.0% | +75.6% |
| 3Y | +445.3% | -58.6% | +503.9% | +544.5% |
| 5Y | +272.2% | -61.5% | +333.7% | +397.6% |
| All | +272.2% | -62.1% | +334.3% | +397.6% |
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