+1,410.4%
TSM vs CSGP
+63.3%
+1,347.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.7% | +11.0% | +7.4% |
| 7D | -7.6% | +1.3% | -8.8% | -8.0% |
| 30D | -20.5% | +10.7% | -31.2% | -23.7% |
| 3M | -10.0% | +3.3% | -13.3% | -12.6% |
| 6M | -10.1% | -10.3% | +0.3% | -10.3% |
| YTD | +24.5% | -54.6% | +79.1% | +52.4% |
| 1Y | +31.2% | -54.6% | +85.8% | +60.3% |
| 3Y | +322.0% | -60.3% | +382.3% | +422.9% |
| 5Y | +245.3% | -63.3% | +308.6% | +327.8% |
| All | +1,410.4% | +63.3% | +1,347.1% | +983.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling