-5.1%
COF vs TSEM
+79.9%
-84.9%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -8.7% | +7.6% | -0.7% |
| 7D | +0.7% | -23.1% | +23.8% | +2.0% |
| 30D | +5.7% | -40.4% | +46.1% | +8.4% |
| 3M | -6.7% | -37.9% | +31.2% | -4.8% |
| 6M | +9.5% | -30.8% | +40.3% | +9.3% |
| YTD | -13.9% | +26.7% | -40.6% | -19.9% |
| 1Y | -5.1% | +80.5% | -85.5% | -17.7% |
| All | -5.1% | +79.9% | -84.9% | -17.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 1y: compounded portfolio wealth divided by compounded TSEM 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…
1y analysis · Full analysis span regression · 6 months rolling