+59.2%
TSEM vs Z
-59.6%
+118.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.7% | +5.9% | +8.0% |
| 7D | +6.8% | -13.1% | +19.8% | +3.0% |
| 30D | -26.6% | +5.9% | -32.5% | -24.9% |
| 3M | -36.3% | -13.7% | -22.7% | -37.4% |
| 6M | -30.6% | -27.1% | -3.5% | -29.5% |
| YTD | +35.3% | -56.8% | +92.1% | +41.9% |
| 1Y | +59.2% | -60.2% | +119.4% | +70.9% |
| All | +59.2% | -59.6% | +118.8% | +70.9% |
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