+663.0%
TSEM vs COO
-38.8%
+701.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.5% | +9.3% | +8.2% |
| 7D | +6.9% | -2.2% | +9.1% | +7.4% |
| 30D | +5.3% | -7.0% | +12.3% | +6.9% |
| 3M | -14.9% | +12.2% | -27.1% | -18.7% |
| 6M | +80.0% | -15.1% | +95.1% | +87.7% |
| YTD | +89.4% | -15.1% | +104.4% | +97.1% |
| 1Y | +253.1% | +2.3% | +250.8% | +245.1% |
| 3Y | +642.1% | -23.7% | +665.8% | +676.9% |
| All | +663.0% | -38.8% | +701.8% | +809.7% |
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