+852.7%
TSEM vs COO
+40.1%
+812.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.3% |
| 7D | +20.5% | -2.1% | +22.6% | +21.3% |
| 30D | -29.0% | +13.9% | -42.9% | -32.5% |
| 3M | -39.4% | -18.9% | -20.4% | -35.6% |
| 6M | -28.5% | +3.7% | -32.3% | -32.0% |
| YTD | +34.4% | -24.1% | +58.6% | +44.8% |
| 1Y | +48.3% | -14.2% | +62.5% | +51.7% |
| 3Y | +543.5% | -24.5% | +568.0% | +569.8% |
| 5Y | +331.4% | -40.4% | +371.9% | +390.4% |
| All | +852.7% | +40.1% | +812.6% | +598.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling