-48.2%
TSEM vs COR
+19,078.6%
-19,126.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +3.0% | -9.9% | -7.5% |
| 7D | +7.0% | +7.8% | -0.9% | +5.4% |
| 30D | -29.8% | +7.0% | -36.8% | -30.7% |
| 3M | -41.9% | +16.3% | -58.2% | -43.7% |
| 6M | -45.8% | +41.3% | -87.0% | -49.9% |
| YTD | +25.1% | +7.1% | +18.0% | +22.1% |
| 1Y | +48.2% | -0.8% | +49.1% | +46.7% |
| 3Y | +476.5% | +85.0% | +391.5% | +395.1% |
| 5Y | +301.4% | +203.9% | +97.6% | +207.4% |
| 10Y | +812.9% | +510.3% | +302.7% | +493.0% |
| All | -48.2% | +19,078.6% | -19,126.8% | -83.5% |
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