+31.4%
CORZ vs TSEM
+259.4%
-228.0%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.8% | -7.9% | -3.2% |
| 7D | +8.4% | +6.9% | +1.5% | +5.4% |
| 30D | -17.8% | +5.3% | -23.1% | -20.1% |
| 3M | -35.9% | -14.9% | -21.0% | -34.0% |
| 6M | +12.9% | +80.0% | -67.1% | -13.9% |
| YTD | +22.9% | +89.4% | -66.5% | -7.4% |
| 1Y | +31.4% | +253.1% | -221.7% | -26.9% |
| All | +31.4% | +259.4% | -228.0% | -26.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling