+80.5%
TSEM vs COR
+5.5%
+75.0%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.0% | -12.7% | -8.2% |
| 7D | -23.1% | +9.1% | -32.3% | -22.3% |
| 30D | -40.4% | +12.4% | -52.8% | -39.7% |
| 3M | -37.9% | +15.8% | -53.7% | -37.5% |
| 6M | -30.8% | +17.1% | -47.9% | -29.4% |
| YTD | +26.7% | +5.4% | +21.3% | +44.4% |
| 1Y | +80.5% | +3.5% | +76.9% | +106.6% |
| All | +80.5% | +5.5% | +75.0% | +106.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling