+116.9%
COF vs TSEM
+633.2%
-516.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -3.9% | +2.1% | -1.2% |
| 7D | -6.1% | +0.9% | -7.0% | -6.2% |
| 30D | -5.2% | -16.6% | +11.5% | -2.7% |
| 3M | +17.0% | -10.9% | +27.9% | +16.5% |
| 6M | +12.9% | +78.0% | -65.1% | -6.6% |
| YTD | -13.5% | +77.2% | -90.7% | -29.5% |
| 1Y | -5.9% | +207.6% | -213.4% | -35.8% |
| All | +116.9% | +633.2% | -516.3% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling