+322.0%
TSM vs CSGP
-60.4%
+382.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.7% | +11.0% | +6.3% |
| 7D | -7.6% | +1.3% | -8.8% | -7.6% |
| 30D | -20.5% | +10.7% | -31.2% | -20.8% |
| 3M | -10.0% | +3.3% | -13.3% | -10.3% |
| 6M | -10.1% | -10.3% | +0.3% | -9.1% |
| YTD | +24.5% | -54.6% | +79.1% | +42.1% |
| 1Y | +31.2% | -54.6% | +85.8% | +49.5% |
| 3Y | +322.0% | -60.3% | +382.3% | +363.2% |
| All | +322.0% | -60.4% | +382.4% | +363.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling