+476.5%
TSEM vs COR
+85.8%
+390.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.8% | -9.7% | -6.5% |
| 7D | +7.0% | +7.6% | -0.7% | +8.3% |
| 30D | -29.8% | +6.8% | -36.6% | -28.8% |
| 3M | -41.9% | +16.0% | -58.0% | -40.3% |
| 6M | -45.8% | +41.0% | -86.8% | -43.9% |
| YTD | +25.1% | +6.9% | +18.2% | +31.7% |
| 1Y | +48.2% | -1.0% | +49.2% | +52.6% |
| 3Y | +476.5% | +84.6% | +391.9% | +645.9% |
| All | +476.5% | +85.8% | +390.7% | +645.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling