+668.0%
TSEM vs ZBH
-19.7%
+687.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.4% |
| 7D | +4.7% | -4.9% | +9.6% | +4.2% |
| 30D | -14.2% | -3.2% | -11.0% | -14.5% |
| 3M | -5.0% | +5.8% | -10.9% | -4.7% |
| 6M | +87.6% | +2.0% | +85.6% | +89.0% |
| YTD | +84.4% | +5.8% | +78.7% | +85.9% |
| 1Y | +235.4% | -7.9% | +243.3% | +240.1% |
| All | +668.0% | -19.7% | +687.7% | +707.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 ZBH 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