-26.1%
TSEM vs COO
+6,852.5%
-6,878.6%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | -9.5% | +4.5% | -14.0% | -10.2% |
| 30D | -35.5% | +16.9% | -52.4% | -37.5% |
| 3M | -41.6% | -16.7% | -24.9% | -40.0% |
| 6M | -30.1% | +5.9% | -36.0% | -31.9% |
| YTD | +25.7% | -22.4% | +48.1% | +29.8% |
| 1Y | +50.5% | -10.1% | +60.6% | +51.0% |
| 3Y | +501.7% | -22.8% | +524.5% | +515.1% |
| 5Y | +310.9% | -41.4% | +352.3% | +336.9% |
| 10Y | +849.8% | +41.3% | +808.6% | +776.0% |
| All | -26.1% | +6,852.5% | -6,878.6% | -52.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling