+48.3%
TSEM vs COO
-13.9%
+62.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.5% | -0.9% |
| 7D | +20.5% | -2.1% | +22.6% | +19.9% |
| 30D | -29.0% | +13.9% | -42.9% | -27.2% |
| 3M | -39.4% | -18.9% | -20.4% | -41.6% |
| 6M | -28.5% | +3.7% | -32.3% | -30.5% |
| YTD | +34.4% | -24.1% | +58.6% | +45.6% |
| 1Y | +48.3% | -14.2% | +62.5% | +59.1% |
| All | +48.3% | -13.9% | +62.3% | +59.1% |
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