+17,700.3%
COST vs TSEM
+10.0%
+17,690.2%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.6% |
| 7D | -3.2% | +10.4% | -13.6% | -3.7% |
| 30D | -4.0% | -12.9% | +9.0% | -3.4% |
| 3M | -6.5% | -9.2% | +2.7% | -6.7% |
| 6M | -8.5% | +98.8% | -107.3% | -13.0% |
| YTD | +6.0% | +87.2% | -81.2% | +0.9% |
| 1Y | -5.8% | +239.0% | -244.8% | -13.4% |
| 3Y | +71.8% | +679.5% | -607.7% | +49.6% |
| 5Y | +106.2% | +667.3% | -561.0% | +78.9% |
| 10Y | +602.0% | +1,301.0% | -699.0% | +483.9% |
| All | +17,700.3% | +10.0% | +17,690.2% | +13,049.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling