+322.1%
CORZ vs TSEM
+378.3%
-56.2%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +7.9% | +4.7% |
| 7D | +23.5% | +7.0% | +16.5% | +18.8% |
| 30D | +7.5% | -29.8% | +37.2% | +29.4% |
| 3M | -26.6% | -41.9% | +15.3% | -3.5% |
| 6M | -39.5% | -45.8% | +6.3% | -21.3% |
| YTD | -0.3% | +25.1% | -25.4% | -25.1% |
| 1Y | -4.2% | +48.2% | -52.5% | -36.1% |
| All | +322.1% | +378.3% | -56.2% | +22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling