+336.7%
COP vs TSEM
+805.6%
-468.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -6.9% | +8.5% | +2.6% |
| 7D | +4.4% | +7.0% | -2.5% | +3.2% |
| 30D | 0.0% | -29.8% | +29.7% | +4.3% |
| 3M | +15.0% | -41.9% | +57.0% | +22.4% |
| 6M | +22.0% | -45.8% | +67.8% | +28.4% |
| YTD | +55.3% | +25.1% | +30.2% | +34.3% |
| 1Y | +64.1% | +48.2% | +15.9% | +36.2% |
| 3Y | +34.1% | +476.5% | -442.4% | -23.5% |
| 5Y | +133.4% | +301.4% | -168.1% | +41.4% |
| All | +336.7% | +805.6% | -468.9% | +91.7% |
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 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