+444.5%
CORZ vs TSEM
+615.8%
-171.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.3% |
| 7D | +16.6% | +10.4% | +6.1% | +10.4% |
| 30D | -10.9% | -12.9% | +2.1% | -4.6% |
| 3M | -31.0% | -9.2% | -21.8% | -30.7% |
| 6M | +26.0% | +98.8% | -72.7% | -24.2% |
| YTD | +28.6% | +87.2% | -58.6% | -21.3% |
| 1Y | +34.5% | +239.0% | -204.5% | -47.8% |
| All | +444.5% | +615.8% | -171.3% | +28.1% |
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 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