+667.3%
TSEM vs COR
+180.8%
+486.5%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.9% | +0.8% | -1.3% |
| 7D | +10.4% | -1.9% | +12.3% | +10.3% |
| 30D | -12.9% | +1.5% | -14.5% | -12.9% |
| 3M | -9.2% | +18.7% | -27.9% | -9.2% |
| 6M | +98.8% | -9.0% | +107.8% | +102.1% |
| YTD | +87.2% | -3.3% | +90.5% | +90.9% |
| 1Y | +239.0% | +9.8% | +229.1% | +248.4% |
| 3Y | +679.5% | +87.4% | +592.1% | +666.7% |
| 5Y | +667.3% | +180.5% | +486.8% | +571.4% |
| All | +667.3% | +180.8% | +486.5% | +571.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling