-34.0%
TSEM vs SCCO
+35,790.2%
-35,824.2%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.6% |
| 7D | +4.7% | +2.4% | +2.3% | +3.8% |
| 30D | -14.2% | +6.4% | -20.7% | -16.3% |
| 3M | -5.0% | +21.6% | -26.6% | -11.0% |
| 6M | +87.6% | +13.4% | +74.2% | +79.5% |
| YTD | +84.4% | +52.6% | +31.8% | +59.6% |
| 1Y | +235.4% | +122.4% | +113.0% | +157.7% |
| 3Y | +668.0% | +208.5% | +459.5% | +422.2% |
| 5Y | +644.7% | +353.9% | +290.8% | +331.0% |
| 10Y | +1,326.7% | +1,187.3% | +139.4% | +482.7% |
| All | -34.0% | +35,790.2% | -35,824.2% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SCCO.
Daily Out/Under-Performance
Portfolio return minus SCCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCCO 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 SCCO 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