+224.7%
TSM vs CSGP
-62.1%
+286.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -1.6% | -9.2% | -10.6% |
| 7D | -18.2% | +13.9% | -32.1% | -19.6% |
| 30D | -26.8% | +16.0% | -42.8% | -28.8% |
| 3M | -14.5% | +6.1% | -20.6% | -16.0% |
| 6M | -10.0% | -8.2% | -1.9% | -9.7% |
| YTD | +17.1% | -52.3% | +69.4% | +37.1% |
| 1Y | +21.5% | -54.5% | +76.0% | +43.9% |
| 3Y | +300.4% | -58.6% | +359.0% | +373.3% |
| 5Y | +224.7% | -61.5% | +286.2% | +295.7% |
| All | +224.7% | -62.1% | +286.8% | +295.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling