+650.1%
TSEM vs ZCMD
-100.0%
+750.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -7.1% | +8.7% | +1.7% |
| 7D | -4.9% | -5.4% | +0.6% | -4.8% |
| 30D | -18.7% | -24.8% | +6.0% | -18.6% |
| 3M | -18.1% | -62.8% | +44.7% | -18.7% |
| 6M | +77.1% | -99.5% | +176.6% | +75.6% |
| YTD | +80.1% | -99.8% | +179.9% | +77.5% |
| 1Y | +220.4% | -99.9% | +320.3% | +214.2% |
| 3Y | +650.1% | -100.0% | +750.1% | +609.0% |
| All | +650.1% | -100.0% | +750.1% | +609.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling