+5,709.6%
COF vs TSEM
+14.1%
+5,695.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.1% | -1.4% | -2.4% |
| 7D | +1.2% | +10.4% | -9.2% | 0.0% |
| 30D | -1.4% | -12.9% | +11.5% | +0.1% |
| 3M | +19.0% | -9.2% | +28.2% | +18.7% |
| 6M | +14.9% | +98.8% | -83.9% | +2.4% |
| YTD | -10.7% | +87.2% | -97.9% | -20.2% |
| 1Y | -1.3% | +239.0% | -240.2% | -18.6% |
| 3Y | +124.3% | +679.5% | -555.2% | +65.1% |
| 5Y | +51.1% | +667.3% | -616.1% | +10.4% |
| 10Y | +252.4% | +1,301.0% | -1,048.7% | +137.0% |
| All | +5,709.6% | +14.1% | +5,695.5% | +3,380.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling