+80.5%
TSEM vs ZBRA
+25.3%
+55.2%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.6% | -9.0% |
| 7D | -23.1% | -13.6% | -9.5% | -19.9% |
| 30D | -40.4% | -11.5% | -28.9% | -38.2% |
| 3M | -37.9% | -9.9% | -28.0% | -35.9% |
| 6M | -30.8% | +48.6% | -79.4% | -38.4% |
| YTD | +26.7% | +36.9% | -10.2% | +12.4% |
| 1Y | +80.5% | +27.7% | +52.8% | +73.8% |
| All | +80.5% | +25.3% | +55.2% | +73.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 1y: compounded portfolio wealth divided by compounded ZBRA 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…
1y analysis · Full analysis span regression · 6 months rolling