+637.8%
TSEM vs COPX
+149.6%
+488.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -7.0% | +3.1% | -0.2% |
| 7D | +0.9% | -2.9% | +3.8% | +2.3% |
| 30D | -16.6% | 0.0% | -16.7% | -17.0% |
| 3M | -10.9% | +14.8% | -25.7% | -17.3% |
| 6M | +78.0% | +7.0% | +71.0% | +70.2% |
| YTD | +77.2% | +23.8% | +53.4% | +56.0% |
| 1Y | +207.6% | +75.7% | +131.9% | +129.1% |
| All | +637.8% | +149.6% | +488.2% | +340.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling