+1,158.3%
TSEM vs ZM
+55.9%
+1,102.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +3.3% | +4.6% | +7.5% |
| 7D | +6.9% | +2.9% | +3.9% | +6.6% |
| 30D | +5.3% | +0.7% | +4.6% | +5.1% |
| 3M | -14.9% | -3.7% | -11.2% | -14.7% |
| 6M | +80.0% | +29.9% | +50.2% | +74.5% |
| YTD | +89.4% | +17.4% | +71.9% | +84.9% |
| 1Y | +253.1% | +22.4% | +230.7% | +243.1% |
| 3Y | +642.1% | +41.3% | +600.8% | +608.7% |
| 5Y | +659.1% | -66.0% | +725.1% | +666.4% |
| All | +1,158.3% | +55.9% | +1,102.4% | +1,083.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling