+242.0%
COF vs TSEM
+1,313.0%
-1,071.0%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.1% | +0.2% |
| 7D | -5.1% | -4.9% | -0.3% | -4.0% |
| 30D | -6.0% | -18.7% | +12.7% | -1.6% |
| 3M | +14.8% | -18.1% | +33.0% | +16.9% |
| 6M | +15.3% | +77.1% | -61.8% | -9.3% |
| YTD | -13.0% | +80.1% | -93.2% | -33.1% |
| 1Y | -5.7% | +220.4% | -226.1% | -40.4% |
| 3Y | +118.1% | +650.1% | -531.9% | +0.1% |
| 5Y | +46.2% | +628.9% | -582.6% | -35.0% |
| All | +242.0% | +1,313.0% | -1,071.0% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling