+852.7%
TSEM vs Z
-19.3%
+871.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -0.2% |
| 7D | +20.5% | -4.9% | +25.4% | +21.7% |
| 30D | -29.0% | +3.0% | -31.9% | -30.0% |
| 3M | -39.4% | -13.4% | -25.9% | -38.7% |
| 6M | -28.5% | -27.3% | -1.2% | -26.0% |
| YTD | +34.4% | -57.8% | +92.2% | +54.7% |
| 1Y | +48.3% | -60.0% | +108.4% | +72.6% |
| 3Y | +543.5% | -21.5% | +565.1% | +522.7% |
| 5Y | +331.4% | -55.0% | +386.4% | +350.1% |
| All | +852.7% | -19.3% | +871.9% | +624.8% |
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