+86.7%
TSEM vs CSGP
+3,334.4%
-3,247.7%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.4% | +10.3% | +8.3% |
| 7D | +6.9% | -4.1% | +11.0% | +7.6% |
| 30D | +5.3% | +2.3% | +3.0% | +4.4% |
| 3M | -14.9% | -8.2% | -6.7% | -15.0% |
| 6M | +80.0% | -35.1% | +115.1% | +91.1% |
| YTD | +89.4% | -54.0% | +143.4% | +113.6% |
| 1Y | +253.1% | -65.3% | +318.4% | +319.8% |
| 3Y | +642.1% | -62.6% | +704.7% | +762.0% |
| 5Y | +659.1% | -64.8% | +723.9% | +773.1% |
| 10Y | +1,291.4% | +45.1% | +1,246.3% | +1,123.8% |
| All | +86.7% | +3,334.4% | -3,247.7% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling