+325.0%
COP vs TSEM
+920.4%
-595.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +7.6% | -6.0% | +0.6% |
| 7D | +0.7% | +6.8% | -6.1% | -0.5% |
| 30D | +0.2% | -26.6% | +26.8% | +3.9% |
| 3M | +10.2% | -36.3% | +46.6% | +15.8% |
| 6M | +20.1% | -30.6% | +50.7% | +20.7% |
| YTD | +50.5% | +35.3% | +15.2% | +28.8% |
| 1Y | +56.8% | +59.2% | -2.4% | +28.7% |
| 3Y | +30.3% | +547.7% | -517.4% | -27.2% |
| 5Y | +126.8% | +337.5% | -210.7% | +35.7% |
| 10Y | +325.0% | +887.4% | -562.4% | +85.8% |
| All | +325.0% | +920.4% | -595.4% | +85.8% |
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