+273.0%
TSEM vs PCOR
-19.6%
+292.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.9% |
| 7D | -17.5% | +22.7% | -40.2% | -20.0% |
| 30D | -44.7% | +37.5% | -82.1% | -47.3% |
| 3M | -38.9% | +35.2% | -74.1% | -42.0% |
| 6M | -36.7% | +42.2% | -78.9% | -40.8% |
| YTD | +17.0% | +3.6% | +13.4% | +16.0% |
| 1Y | +62.8% | -4.8% | +67.6% | +65.2% |
| 3Y | +471.3% | +48.3% | +423.0% | +416.0% |
| All | +273.0% | -19.6% | +292.7% | +295.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling