-41.9%
TSEM vs ZM
-6.2%
-35.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.1% | -8.5% |
| 7D | +7.0% | +11.0% | -4.1% | -0.9% |
| 30D | -29.8% | +5.6% | -35.4% | -31.8% |
| 3M | -41.9% | -9.1% | -32.8% | -44.1% |
| All | -41.9% | -6.2% | -35.7% | -44.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling