+253.1%
TSEM vs COR
+12.8%
+240.3%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.7% | +7.7% |
| 7D | +6.9% | +2.8% | +4.1% | +7.1% |
| 30D | +5.3% | +4.5% | +0.8% | +5.5% |
| 3M | -14.9% | +22.7% | -37.6% | -17.2% |
| 6M | +80.0% | -9.7% | +89.8% | +99.1% |
| YTD | +89.4% | -1.4% | +90.8% | +108.9% |
| 1Y | +253.1% | +13.9% | +239.2% | +301.6% |
| All | +253.1% | +12.8% | +240.3% | +301.6% |
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