+667.3%
TSEM vs Z
-67.0%
+734.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -6.4% | +5.3% | -0.3% |
| 7D | +10.4% | -3.3% | +13.7% | +10.9% |
| 30D | -12.9% | -3.7% | -9.2% | -12.9% |
| 3M | -9.2% | -7.0% | -2.2% | -9.3% |
| 6M | +98.8% | -29.5% | +128.3% | +107.6% |
| YTD | +87.2% | -52.6% | +139.8% | +108.8% |
| 1Y | +239.0% | -64.0% | +303.0% | +296.6% |
| 3Y | +679.5% | -36.4% | +715.9% | +703.9% |
| 5Y | +667.3% | -65.8% | +733.0% | +715.1% |
| All | +667.3% | -67.0% | +734.3% | +715.1% |
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