+1,063.1%
TSEM vs Z
+4.8%
+1,058.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -5.5% | +2.4% | -2.1% |
| 7D | -9.5% | -6.5% | -3.0% | -8.4% |
| 30D | -35.5% | -0.1% | -35.4% | -36.0% |
| 3M | -41.6% | -14.1% | -27.4% | -40.8% |
| 6M | -30.1% | -30.1% | 0.0% | -27.0% |
| YTD | +25.7% | -57.5% | +83.2% | +44.5% |
| 1Y | +50.5% | -60.3% | +110.8% | +75.3% |
| 3Y | +501.7% | -21.0% | +522.7% | +481.6% |
| 5Y | +310.9% | -54.9% | +365.8% | +327.9% |
| 10Y | +849.8% | -16.0% | +865.8% | +636.5% |
| All | +1,063.1% | +4.8% | +1,058.3% | +725.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling