+486.2%
TSEM vs PCOR
-7.7%
+494.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +6.0% | +7.4% |
| 7D | +6.8% | +2.5% | +4.2% | +6.5% |
| 30D | -26.6% | +37.9% | -64.5% | -30.1% |
| 3M | -36.3% | +32.0% | -68.3% | -39.3% |
| 6M | -30.6% | +54.7% | -85.3% | -36.0% |
| YTD | +35.3% | +6.6% | +28.7% | +33.3% |
| 1Y | +59.2% | -1.7% | +60.9% | +60.3% |
| 3Y | +547.7% | +49.0% | +498.7% | +485.8% |
| 5Y | +337.5% | -12.5% | +350.1% | +329.5% |
| All | +486.2% | -7.7% | +494.0% | +486.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling