+80.5%
TSEM vs PCOR
+4.0%
+76.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +19.7% | -28.4% | -1.9% |
| 7D | -23.1% | +21.8% | -44.9% | -16.8% |
| 30D | -40.4% | +39.5% | -79.9% | -32.5% |
| 3M | -37.9% | +35.2% | -73.1% | -29.8% |
| 6M | -30.8% | +21.7% | -52.5% | -16.7% |
| YTD | +26.7% | +3.9% | +22.8% | +61.9% |
| 1Y | +80.5% | +6.9% | +73.5% | +131.4% |
| All | +80.5% | +4.0% | +76.4% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 1y: compounded portfolio wealth divided by compounded PCOR 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…
1y analysis · Full analysis span regression · 6 months rolling