+36.0%
TSM vs CSGP
-53.2%
+89.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.0% | -6.3% | -1.4% |
| 7D | -10.0% | +18.3% | -28.3% | -6.7% |
| 30D | -18.5% | +17.8% | -36.3% | -15.3% |
| 3M | -4.9% | +9.3% | -14.1% | -2.1% |
| 6M | -1.0% | -7.9% | +7.0% | +2.0% |
| YTD | +31.3% | -51.5% | +82.8% | +40.2% |
| 1Y | +36.0% | -53.3% | +89.3% | +46.1% |
| All | +36.0% | -53.2% | +89.2% | +46.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling