-21.6%
TSEM vs COR
+17,545.2%
-17,566.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -1.9% | +9.7% | +8.2% |
| 7D | +6.9% | +2.8% | +4.1% | +6.3% |
| 30D | +5.3% | +4.5% | +0.8% | +4.2% |
| 3M | -14.9% | +22.7% | -37.6% | -19.0% |
| 6M | +80.0% | -9.7% | +89.8% | +81.8% |
| YTD | +89.4% | -1.4% | +90.8% | +88.1% |
| 1Y | +253.1% | +13.9% | +239.2% | +240.0% |
| 3Y | +642.1% | +94.0% | +548.2% | +530.7% |
| 5Y | +659.1% | +184.0% | +475.1% | +489.2% |
| 10Y | +1,291.4% | +406.8% | +884.6% | +833.5% |
| All | -21.6% | +17,545.2% | -17,566.8% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling