+337.5%
COP vs TSEM
+1,289.9%
-952.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.9% | +4.3% | +1.0% |
| 7D | +1.0% | +0.9% | 0.0% | +0.7% |
| 30D | +9.6% | -16.6% | +26.2% | +12.3% |
| 3M | +15.0% | -10.9% | +25.9% | +14.4% |
| 6M | +21.8% | +78.0% | -56.3% | +2.7% |
| YTD | +49.6% | +77.2% | -27.6% | +24.9% |
| 1Y | +49.9% | +207.6% | -157.7% | +9.4% |
| 3Y | +22.6% | +637.8% | -615.2% | -30.8% |
| 5Y | +193.6% | +617.0% | -423.4% | +58.5% |
| All | +337.5% | +1,289.9% | -952.4% | +84.3% |
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