+1,282.5%
TSEM vs COPX
+583.8%
+698.7%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.7% | +1.7% |
| 7D | -4.9% | -2.3% | -2.5% | -3.9% |
| 30D | -18.7% | +0.3% | -19.0% | -19.1% |
| 3M | -18.1% | +6.8% | -24.9% | -20.8% |
| 6M | +77.1% | +7.9% | +69.1% | +70.1% |
| YTD | +80.1% | +23.7% | +56.4% | +61.1% |
| 1Y | +220.4% | +71.5% | +148.9% | +147.3% |
| 3Y | +650.1% | +149.1% | +501.0% | +376.1% |
| 5Y | +628.9% | +167.3% | +461.5% | +320.7% |
| All | +1,282.5% | +583.8% | +698.7% | +451.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 10y: compounded portfolio wealth divided by compounded COPX 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…
10y analysis · Full analysis span regression · 6 months rolling