+406.8%
TSEM vs PCOR
-10.3%
+417.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -40.9% |
| YTD | +17.0% | +3.6% | +13.4% | +15.6% |
| 1Y | +62.8% | -4.8% | +67.6% | +64.5% |
| 3Y | +471.3% | +48.3% | +423.0% | +416.0% |
| 5Y | +290.3% | -20.1% | +310.3% | +288.0% |
| All | +406.8% | -10.3% | +417.1% | +409.0% |
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