-15.9%
CORZ vs TSEM
+60.1%
-75.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | +7.6% | +3.3% | +7.3% |
| 7D | +14.2% | +6.8% | +7.4% | +10.9% |
| 30D | -3.0% | -26.6% | +23.6% | +11.5% |
| 3M | -26.3% | -36.3% | +10.1% | -10.8% |
| 6M | -36.5% | -30.6% | -5.9% | -28.9% |
| YTD | +0.1% | +35.3% | -35.2% | -17.3% |
| 1Y | -15.9% | +59.2% | -75.1% | -33.0% |
| All | -15.9% | +60.1% | -75.9% | -33.0% |
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