+62.6%
TSEM vs ZBH
+272.6%
-210.0%
-99.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.9% | +2.8% | +0.1% |
| 7D | +10.4% | -5.2% | +15.6% | +12.2% |
| 30D | -12.9% | -2.4% | -10.5% | -12.4% |
| 3M | -9.2% | +8.3% | -17.4% | -12.8% |
| 6M | +98.8% | +0.7% | +98.1% | +94.6% |
| YTD | +87.2% | +5.3% | +81.9% | +79.7% |
| 1Y | +239.0% | -9.1% | +248.0% | +238.1% |
| 3Y | +679.5% | -19.7% | +699.2% | +694.8% |
| 5Y | +667.3% | -31.3% | +698.5% | +712.9% |
| 10Y | +1,301.0% | -18.9% | +1,320.0% | +1,246.2% |
| All | +62.6% | +272.6% | -210.0% | +3.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling