+44.6%
COP vs TSEM
+259.4%
-214.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -1.0% |
| 7D | +3.0% | +6.9% | -3.9% | +3.1% |
| 30D | +17.5% | +5.3% | +12.2% | +17.6% |
| 3M | +13.4% | -14.9% | +28.3% | +13.5% |
| 6M | +17.7% | +80.0% | -62.3% | +16.2% |
| YTD | +46.6% | +89.4% | -42.8% | +43.7% |
| 1Y | +44.6% | +253.1% | -208.5% | +35.5% |
| All | +44.6% | +259.4% | -214.8% | +35.5% |
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 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