+1,315.5%
TSEM vs Z
-3.5%
+1,319.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | +4.7% | -7.1% | +11.8% | +6.1% |
| 30D | -14.2% | -4.8% | -9.5% | -13.9% |
| 3M | -5.0% | -9.3% | +4.3% | -4.8% |
| 6M | +87.6% | -29.0% | +116.5% | +97.2% |
| YTD | +84.4% | -52.9% | +137.3% | +110.2% |
| 1Y | +235.4% | -63.1% | +298.5% | +301.2% |
| 3Y | +668.0% | -36.9% | +704.8% | +689.7% |
| 5Y | +644.7% | -65.5% | +710.2% | +725.3% |
| All | +1,315.5% | -3.5% | +1,319.0% | +990.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling