+34.5%
CORZ vs TSEM
+241.4%
-206.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -1.1% | +5.8% | +5.1% |
| 7D | +16.6% | +10.4% | +6.1% | +11.8% |
| 30D | -10.9% | -12.9% | +2.1% | -6.0% |
| 3M | -31.0% | -9.2% | -21.8% | -30.6% |
| 6M | +26.0% | +98.8% | -72.7% | -7.4% |
| YTD | +28.6% | +87.2% | -58.6% | -2.5% |
| 1Y | +34.5% | +239.0% | -204.5% | -21.8% |
| All | +34.5% | +241.4% | -206.9% | -21.8% |
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 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