+1,259.9%
TSEM vs Z
-6.2%
+1,266.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -2.8% | -1.2% | -3.4% |
| 7D | +0.9% | -11.6% | +12.5% | +3.3% |
| 30D | -16.6% | -8.5% | -8.2% | -15.6% |
| 3M | -10.9% | -7.9% | -3.0% | -11.0% |
| 6M | +78.0% | -29.1% | +107.1% | +87.1% |
| YTD | +77.2% | -54.2% | +131.4% | +103.0% |
| 1Y | +207.6% | -63.5% | +271.1% | +268.6% |
| 3Y | +637.8% | -38.6% | +676.5% | +662.9% |
| 5Y | +617.0% | -66.0% | +683.0% | +696.1% |
| All | +1,259.9% | -6.2% | +1,266.1% | +953.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling