+471.3%
TSEM vs COO
-25.3%
+496.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.7% | +5.1% |
| 7D | -17.5% | +4.7% | -22.2% | -18.1% |
| 30D | -44.7% | +13.9% | -58.6% | -46.0% |
| 3M | -38.9% | -14.9% | -23.9% | -37.2% |
| 6M | -36.7% | +2.0% | -38.7% | -38.7% |
| YTD | +17.0% | -23.9% | +40.9% | +24.7% |
| 1Y | +62.8% | -9.6% | +72.4% | +63.9% |
| 3Y | +471.3% | -25.4% | +496.7% | +476.9% |
| All | +471.3% | -25.3% | +496.6% | +476.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling