+1,282.5%
TSEM vs ZBRA
+435.2%
+847.2%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.2% | +1.0% |
| 7D | -4.9% | -3.4% | -1.5% | -3.6% |
| 30D | -18.7% | -7.4% | -11.3% | -16.3% |
| 3M | -18.1% | +57.5% | -75.6% | -32.1% |
| 6M | +77.1% | +64.0% | +13.1% | +43.9% |
| YTD | +80.1% | +44.3% | +35.8% | +51.8% |
| 1Y | +220.4% | +10.9% | +209.5% | +197.2% |
| 3Y | +650.1% | +37.5% | +612.5% | +528.5% |
| 5Y | +628.9% | -39.7% | +668.5% | +708.6% |
| All | +1,282.5% | +435.2% | +847.2% | +608.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling