+80.5%
TSEM vs ZCMD
-99.9%
+180.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.0% | -5.7% | -8.7% |
| 7D | -23.1% | -13.3% | -9.8% | -22.9% |
| 30D | -40.4% | -49.6% | +9.3% | -39.7% |
| 3M | -37.9% | -54.6% | +16.7% | -37.2% |
| 6M | -30.8% | -99.8% | +69.0% | -26.8% |
| YTD | +26.7% | -99.9% | +126.6% | +31.8% |
| 1Y | +80.5% | -99.9% | +180.4% | +79.4% |
| All | +80.5% | -99.9% | +180.4% | +79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZCMD.
Daily Out/Under-Performance
Portfolio return minus ZCMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZCMD 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 ZCMD 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