+310.9%
TSEM vs Z
-56.4%
+367.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -2.4% |
| 7D | -9.5% | -6.5% | -3.0% | -8.7% |
| 30D | -35.5% | -0.1% | -35.4% | -35.8% |
| 3M | -41.6% | -14.1% | -27.4% | -41.0% |
| 6M | -30.1% | -30.1% | 0.0% | -27.4% |
| YTD | +25.7% | -57.5% | +83.2% | +42.5% |
| 1Y | +50.5% | -60.3% | +110.8% | +72.7% |
| 3Y | +501.7% | -21.0% | +522.7% | +489.7% |
| 5Y | +310.9% | -54.9% | +365.8% | +364.4% |
| All | +310.9% | -56.4% | +367.3% | +364.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling