+2,624.2%
COP vs TSEM
+11.3%
+2,612.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.8% | -8.9% | -1.6% |
| 7D | +3.0% | +6.9% | -3.9% | +2.5% |
| 30D | +17.5% | +5.3% | +12.2% | +16.8% |
| 3M | +13.4% | -14.9% | +28.3% | +13.6% |
| 6M | +17.7% | +80.0% | -62.3% | +10.6% |
| YTD | +46.6% | +89.4% | -42.8% | +36.8% |
| 1Y | +44.6% | +253.1% | -208.5% | +28.3% |
| 3Y | +20.7% | +642.1% | -621.4% | +0.1% |
| 5Y | +185.0% | +659.1% | -474.1% | +133.9% |
| 10Y | +347.0% | +1,291.4% | -944.4% | +248.8% |
| All | +2,624.2% | +11.3% | +2,612.9% | +1,954.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling