+1,502.2%
TSM vs CSGP
+72.5%
+1,429.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.3% | +1.3% | +3.0% |
| 7D | -2.5% | -1.8% | -0.7% | -2.2% |
| 30D | -14.3% | +5.3% | -19.6% | -16.4% |
| 3M | -7.2% | +3.3% | -10.5% | -9.9% |
| 6M | -5.1% | -4.7% | -0.5% | -6.9% |
| YTD | +28.9% | -53.5% | +82.4% | +57.0% |
| 1Y | +37.1% | -53.7% | +90.8% | +66.8% |
| 3Y | +341.5% | -59.7% | +401.2% | +445.9% |
| 5Y | +245.7% | -62.5% | +308.2% | +326.3% |
| 10Y | +1,502.2% | +67.3% | +1,435.0% | +1,032.5% |
| All | +1,502.2% | +72.5% | +1,429.7% | +1,032.5% |
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