+48.3%
TSEM vs Z
-61.0%
+109.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.6% | -1.1% |
| 7D | +20.5% | -4.9% | +25.4% | +19.1% |
| 30D | -29.0% | +3.0% | -31.9% | -27.8% |
| 3M | -39.4% | -13.4% | -25.9% | -40.3% |
| 6M | -28.5% | -27.3% | -1.2% | -27.7% |
| YTD | +34.4% | -57.8% | +92.2% | +42.5% |
| 1Y | +48.3% | -60.0% | +108.4% | +60.0% |
| All | +48.3% | -61.0% | +109.4% | +60.0% |
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