+720.4%
TSEM vs PCOR
-30.9%
+751.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -4.3% | +12.1% | +8.5% |
| 7D | +6.9% | -9.0% | +15.9% | +8.4% |
| 30D | +5.3% | +4.2% | +1.1% | +4.2% |
| 3M | -14.9% | +14.4% | -29.3% | -17.3% |
| 6M | +80.0% | +0.2% | +79.9% | +77.2% |
| YTD | +89.4% | -20.3% | +109.6% | +95.2% |
| 1Y | +253.1% | -16.1% | +269.2% | +257.6% |
| 3Y | +642.1% | -14.7% | +656.8% | +633.4% |
| 5Y | +659.1% | -43.2% | +702.3% | +694.6% |
| All | +720.4% | -30.9% | +751.4% | +759.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling