+731.3%
TSEM vs ZM
+53.5%
+677.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.1% | -9.1% | -7.2% |
| 7D | +7.0% | +11.0% | -4.1% | +5.7% |
| 30D | -29.8% | +5.6% | -35.4% | -30.1% |
| 3M | -41.9% | -9.1% | -32.8% | -41.4% |
| 6M | -45.8% | -2.6% | -43.2% | -45.7% |
| YTD | +25.1% | +15.7% | +9.4% | +22.5% |
| 1Y | +48.2% | +18.8% | +29.5% | +44.6% |
| 3Y | +476.5% | +62.2% | +414.3% | +445.9% |
| 5Y | +301.4% | -60.9% | +362.3% | +304.2% |
| All | +731.3% | +53.5% | +677.8% | +683.7% |
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