+1,077.5%
TSEM vs ZM
+46.9%
+1,030.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -0.7% | -3.2% | -3.9% |
| 7D | +0.9% | -2.7% | +3.7% | +1.2% |
| 30D | -16.6% | -10.0% | -6.6% | -15.9% |
| 3M | -10.9% | +1.6% | -12.5% | -11.2% |
| 6M | +78.0% | +25.0% | +53.0% | +73.2% |
| YTD | +77.2% | +10.6% | +66.6% | +74.1% |
| 1Y | +207.6% | +14.0% | +193.6% | +201.0% |
| 3Y | +637.8% | +32.5% | +605.4% | +609.0% |
| 5Y | +617.0% | -68.3% | +685.3% | +628.4% |
| All | +1,077.5% | +46.9% | +1,030.7% | +1,013.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling