+80.5%
TSEM vs ZM
+8.0%
+72.4%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | 0.0% | -8.7% | -8.7% |
| 7D | -23.1% | -8.4% | -14.7% | -22.1% |
| 30D | -40.4% | -1.9% | -38.5% | -39.9% |
| 3M | -37.9% | -10.1% | -27.8% | -37.2% |
| 6M | -30.8% | -13.9% | -16.9% | -28.3% |
| YTD | +26.7% | +6.4% | +20.3% | +31.2% |
| 1Y | +80.5% | +9.6% | +70.9% | +83.1% |
| All | +80.5% | +8.0% | +72.4% | +83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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