+1,652.1%
TSEM vs Z
+25.1%
+1,627.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | -2.1% | +10.0% | +8.3% |
| 7D | +6.9% | -3.0% | +9.9% | +7.5% |
| 30D | +5.3% | -4.2% | +9.5% | +5.5% |
| 3M | -14.9% | -3.7% | -11.2% | -15.7% |
| 6M | +80.0% | -24.5% | +104.5% | +87.1% |
| YTD | +89.4% | -49.3% | +138.7% | +112.8% |
| 1Y | +253.1% | -58.7% | +311.8% | +312.5% |
| 3Y | +642.1% | -34.1% | +676.3% | +657.7% |
| 5Y | +659.1% | -64.5% | +723.6% | +737.4% |
| 10Y | +1,291.4% | -0.5% | +1,291.9% | +954.7% |
| All | +1,652.1% | +25.1% | +1,627.0% | +1,116.5% |
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