+273.0%
TSEM vs COO
-41.6%
+314.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -1.8% | +6.7% | +5.2% |
| 7D | -17.5% | +4.7% | -22.2% | -18.4% |
| 30D | -44.7% | +13.9% | -58.6% | -46.4% |
| 3M | -38.9% | -14.9% | -23.9% | -37.0% |
| 6M | -36.7% | +2.0% | -38.7% | -38.6% |
| YTD | +17.0% | -23.9% | +40.9% | +24.1% |
| 1Y | +62.8% | -9.6% | +72.4% | +63.6% |
| 3Y | +471.3% | -25.4% | +496.7% | +494.5% |
| All | +273.0% | -41.6% | +314.6% | +325.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling