+235.4%
TSEM vs COO
-7.1%
+242.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.2% | +4.7% | -2.5% |
| 7D | +4.7% | -9.0% | +13.7% | +3.0% |
| 30D | -14.2% | -16.8% | +2.6% | -17.1% |
| 3M | -5.0% | -7.5% | +2.4% | -6.6% |
| 6M | +87.6% | -16.3% | +103.8% | +94.0% |
| YTD | +84.4% | -22.5% | +107.0% | +94.0% |
| 1Y | +235.4% | -7.0% | +242.4% | +243.8% |
| All | +235.4% | -7.1% | +242.5% | +243.8% |
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