+646.3%
TSEM vs ZCMD
-100.0%
+746.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZCMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.0% | -5.5% | -1.5% |
| 7D | +4.7% | -4.1% | +8.9% | +4.8% |
| 30D | -14.2% | -22.7% | +8.5% | -14.1% |
| 3M | -5.0% | -62.5% | +57.4% | -5.8% |
| 6M | +87.6% | -99.5% | +187.0% | +86.9% |
| YTD | +84.4% | -99.7% | +184.2% | +83.0% |
| 1Y | +235.4% | -99.9% | +335.3% | +232.3% |
| 3Y | +668.0% | -100.0% | +768.0% | +671.9% |
| All | +646.3% | -100.0% | +746.3% | +643.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling