+253.1%
TSEM vs Z
-58.8%
+311.9%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.1% | +10.0% | +7.4% |
| 7D | +6.9% | -3.0% | +9.9% | +6.1% |
| 30D | +5.3% | -4.2% | +9.5% | +5.0% |
| 3M | -14.9% | -3.7% | -11.2% | -12.5% |
| 6M | +80.0% | -24.5% | +104.5% | +85.7% |
| YTD | +89.4% | -49.3% | +138.6% | +95.7% |
| 1Y | +253.1% | -58.7% | +311.8% | +255.9% |
| All | +253.1% | -58.8% | +311.9% | +255.9% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 1y: compounded portfolio wealth divided by compounded Z 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…
1y analysis · Full analysis span regression · 6 months rolling