+442.0%
TSEM vs PCOR
-7.6%
+449.6%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.5% | -7.5% | -7.0% |
| 7D | +7.0% | +3.0% | +3.9% | +6.6% |
| 30D | -29.8% | +38.7% | -68.5% | -33.1% |
| 3M | -41.9% | +24.9% | -66.8% | -44.1% |
| 6M | -45.8% | +68.8% | -114.5% | -50.8% |
| YTD | +25.1% | +6.7% | +18.4% | +23.2% |
| 1Y | +48.2% | +3.0% | +45.2% | +47.4% |
| 3Y | +476.5% | +48.6% | +427.9% | +421.7% |
| 5Y | +301.4% | -12.7% | +314.1% | +294.2% |
| All | +442.0% | -7.6% | +449.6% | +442.5% |
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