+1,326.7%
TSEM vs COO
+36.7%
+1,289.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | +0.7% |
| 7D | +4.7% | -9.0% | +13.7% | +8.0% |
| 30D | -14.2% | -16.8% | +2.6% | -8.8% |
| 3M | -5.0% | -7.5% | +2.4% | -3.7% |
| 6M | +87.6% | -16.3% | +103.8% | +96.7% |
| YTD | +84.4% | -22.5% | +107.0% | +99.2% |
| 1Y | +235.4% | -7.0% | +242.4% | +234.8% |
| 3Y | +668.0% | -27.5% | +695.4% | +721.9% |
| 5Y | +644.7% | -43.3% | +688.1% | +776.7% |
| 10Y | +1,326.7% | +37.6% | +1,289.1% | +1,034.9% |
| All | +1,326.7% | +36.7% | +1,289.9% | +1,034.9% |
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