+501.7%
TSEM vs Z
-20.5%
+522.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -2.7% |
| 7D | -9.5% | -6.5% | -3.0% | -9.0% |
| 30D | -35.5% | -0.1% | -35.4% | -35.7% |
| 3M | -41.6% | -14.1% | -27.4% | -41.2% |
| 6M | -30.1% | -30.1% | 0.0% | -27.3% |
| YTD | +25.7% | -57.5% | +83.2% | +43.8% |
| 1Y | +50.5% | -60.3% | +110.8% | +74.6% |
| 3Y | +501.7% | -21.0% | +522.7% | +501.8% |
| All | +501.7% | -20.5% | +522.2% | +501.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling