+644.7%
TSEM vs ZM
-67.1%
+711.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | +4.7% | +0.3% | +4.4% | +4.7% |
| 30D | -14.2% | -10.3% | -4.0% | -12.8% |
| 3M | -5.0% | -0.7% | -4.4% | -5.3% |
| 6M | +87.6% | +24.8% | +62.8% | +78.0% |
| YTD | +84.4% | +11.5% | +73.0% | +77.9% |
| 1Y | +235.4% | +12.3% | +223.1% | +222.5% |
| 3Y | +668.0% | +33.5% | +634.5% | +608.0% |
| 5Y | +644.7% | -67.5% | +712.2% | +736.1% |
| All | +644.7% | -67.1% | +711.8% | +736.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling