+20.8%
COP vs TSEM
+668.6%
-647.8%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.1% | +1.7% | +0.6% |
| 7D | -0.8% | +10.4% | -11.3% | -1.3% |
| 30D | +15.6% | -12.9% | +28.5% | +16.2% |
| 3M | +14.3% | -9.2% | +23.5% | +14.2% |
| 6M | +17.0% | +98.8% | -81.8% | +7.9% |
| YTD | +47.4% | +87.2% | -39.8% | +36.0% |
| 1Y | +52.4% | +239.0% | -186.6% | +29.9% |
| 3Y | +20.8% | +679.5% | -658.7% | +0.1% |
| All | +20.8% | +668.6% | -647.8% | +0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling