+815.9%
TSEM vs COPX
+198.0%
+617.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.1% | -5.2% | -3.1% |
| 7D | +10.4% | +5.8% | +4.7% | +7.4% |
| 30D | -12.9% | +7.2% | -20.2% | -16.0% |
| 3M | -9.2% | +16.5% | -25.7% | -15.4% |
| 6M | +98.8% | +18.4% | +80.3% | +83.1% |
| YTD | +87.2% | +31.9% | +55.3% | +62.5% |
| 1Y | +239.0% | +88.5% | +150.5% | +149.9% |
| 3Y | +679.5% | +173.1% | +506.4% | +371.8% |
| 5Y | +667.3% | +193.1% | +474.2% | +322.0% |
| 10Y | +1,301.0% | +591.7% | +709.3% | +374.5% |
| All | +815.9% | +198.0% | +617.9% | +393.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling