+190.0%
COP vs TSEM
+665.9%
-475.9%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -1.4% |
| 7D | +3.0% | +6.9% | -3.9% | +2.7% |
| 30D | +17.5% | +5.3% | +12.2% | +17.0% |
| 3M | +13.4% | -14.9% | +28.3% | +13.6% |
| 6M | +17.7% | +80.0% | -62.3% | +10.3% |
| YTD | +46.6% | +89.4% | -42.8% | +36.2% |
| 1Y | +44.6% | +253.1% | -208.5% | +25.8% |
| 3Y | +20.7% | +642.1% | -621.4% | -3.4% |
| All | +190.0% | +665.9% | -475.9% | +136.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling