+80.5%
TSEM vs COO
-7.7%
+88.1%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +5.9% | -14.6% | -7.4% |
| 7D | -23.1% | +8.4% | -31.5% | -21.6% |
| 30D | -40.4% | +13.5% | -53.9% | -38.8% |
| 3M | -37.9% | -13.8% | -24.1% | -39.0% |
| 6M | -30.8% | +4.7% | -35.5% | -31.6% |
| YTD | +26.7% | -21.4% | +48.1% | +40.6% |
| 1Y | +80.5% | -6.7% | +87.2% | +85.1% |
| All | +80.5% | -7.7% | +88.1% | +85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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