+10.0%
TSEM vs ZBRA
+4,337.6%
-4,327.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.8% | +1.7% | -0.3% |
| 7D | +10.4% | +2.6% | +7.9% | +9.6% |
| 30D | -12.9% | -6.4% | -6.6% | -11.1% |
| 3M | -9.2% | +51.3% | -60.5% | -21.2% |
| 6M | +98.8% | +60.5% | +38.3% | +69.0% |
| YTD | +87.2% | +45.2% | +42.0% | +62.7% |
| 1Y | +239.0% | +12.3% | +226.6% | +217.2% |
| 3Y | +679.5% | +37.5% | +642.0% | +577.9% |
| 5Y | +667.3% | -39.2% | +706.5% | +714.7% |
| 10Y | +1,301.0% | +417.0% | +884.0% | +674.8% |
| All | +10.0% | +4,337.6% | -4,327.5% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling