+383.4%
TSEM vs PCOR
-10.0%
+393.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.0% | 0.0% | -12.0% | -12.0% |
| 7D | -30.3% | +23.7% | -54.0% | -32.5% |
| 30D | -49.3% | +39.0% | -88.3% | -51.8% |
| 3M | -38.0% | +35.8% | -73.7% | -41.2% |
| 6M | -41.9% | +38.2% | -80.2% | -45.4% |
| YTD | +11.6% | +3.9% | +7.6% | +10.2% |
| 1Y | +50.5% | +5.7% | +44.8% | +47.8% |
| 3Y | +445.3% | +44.8% | +400.6% | +394.7% |
| 5Y | +272.2% | -19.8% | +292.0% | +269.9% |
| All | +383.4% | -10.0% | +393.4% | +385.2% |
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