+273.1%
TSM vs CSGP
-64.7%
+337.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.3% |
| 7D | +2.7% | -4.1% | +6.8% | +3.4% |
| 30D | +3.6% | +2.3% | +1.3% | +2.9% |
| 3M | -3.4% | -8.2% | +4.8% | -2.5% |
| 6M | +20.6% | -35.1% | +55.7% | +31.5% |
| YTD | +41.9% | -54.0% | +95.9% | +67.8% |
| 1Y | +84.4% | -65.3% | +149.7% | +135.3% |
| 3Y | +380.2% | -62.6% | +442.8% | +484.3% |
| All | +273.1% | -64.7% | +337.8% | +325.4% |
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