+1,282.5%
TSEM vs COR
+406.5%
+876.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.6% |
| 7D | -4.9% | -2.8% | -2.0% | -4.3% |
| 30D | -18.7% | +2.6% | -21.3% | -19.2% |
| 3M | -18.1% | +14.5% | -32.6% | -21.4% |
| 6M | +77.1% | -7.8% | +84.9% | +79.0% |
| YTD | +80.1% | -4.2% | +84.4% | +80.8% |
| 1Y | +220.4% | +7.0% | +213.4% | +212.1% |
| 3Y | +650.1% | +85.5% | +564.5% | +510.4% |
| 5Y | +628.9% | +181.2% | +447.7% | +408.3% |
| All | +1,282.5% | +406.5% | +876.0% | +740.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling