+104.7%
COST vs TSEM
+610.6%
-505.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.9% | +3.9% | +0.2% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | -4.4% | -16.6% | +12.2% | -3.7% |
| 3M | -8.1% | -10.9% | +2.8% | -8.4% |
| 6M | -9.2% | +78.0% | -87.3% | -15.7% |
| YTD | +5.1% | +77.2% | -72.1% | -2.8% |
| 1Y | -5.1% | +207.6% | -212.7% | -18.0% |
| 3Y | +70.4% | +637.8% | -567.5% | +26.4% |
| 5Y | +104.7% | +617.0% | -512.3% | +54.2% |
| All | +104.7% | +610.6% | -505.9% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling