+621.7%
TSEM vs ZBH
-28.6%
+650.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.5% | +1.5% |
| 7D | -4.9% | -4.7% | -0.2% | -4.4% |
| 30D | -18.7% | -4.5% | -14.2% | -18.4% |
| 3M | -18.1% | +7.6% | -25.7% | -19.6% |
| 6M | +77.1% | +0.3% | +76.8% | +76.1% |
| YTD | +80.1% | +4.5% | +75.6% | +77.3% |
| 1Y | +220.4% | -9.4% | +229.8% | +223.5% |
| 3Y | +650.1% | -21.5% | +671.6% | +681.3% |
| All | +621.7% | -28.6% | +650.3% | +628.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling