+1,643.1%
TSM vs CSGP
+65.8%
+1,577.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.5% | -2.3% |
| 7D | +6.2% | +1.3% | +4.9% | +5.8% |
| 30D | -7.3% | +2.8% | -10.1% | -9.1% |
| 3M | -7.1% | -6.3% | -0.8% | -7.2% |
| 6M | +0.2% | -3.2% | +3.4% | -2.3% |
| YTD | +32.2% | -54.0% | +86.2% | +61.4% |
| 1Y | +42.8% | -54.8% | +97.6% | +75.1% |
| 3Y | +330.4% | -60.6% | +391.0% | +435.7% |
| 5Y | +263.9% | -62.6% | +326.6% | +348.9% |
| All | +1,643.1% | +65.8% | +1,577.3% | +1,104.3% |
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