+23,416.3%
TSM vs CSGP
+3,334.4%
+20,081.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.4% | +5.3% | +3.5% |
| 7D | +2.7% | -4.1% | +6.8% | +3.9% |
| 30D | +3.6% | +2.3% | +1.3% | +2.5% |
| 3M | -3.4% | -8.2% | +4.8% | -2.8% |
| 6M | +20.6% | -35.1% | +55.7% | +32.8% |
| YTD | +41.9% | -54.0% | +95.9% | +70.2% |
| 1Y | +84.4% | -65.3% | +149.7% | +138.4% |
| 3Y | +380.2% | -62.6% | +442.8% | +496.0% |
| 5Y | +275.3% | -64.8% | +340.1% | +362.1% |
| 10Y | +1,751.4% | +45.1% | +1,706.3% | +1,400.4% |
| All | +23,416.3% | +3,334.4% | +20,081.9% | +7,566.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling