+603.9%
TSEM vs ZS
+498.3%
+105.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.0% | +1.6% |
| 7D | -4.9% | -3.1% | -1.8% | -4.4% |
| 30D | -18.7% | -7.2% | -11.5% | -18.1% |
| 3M | -18.1% | +30.5% | -48.6% | -22.0% |
| 6M | +77.1% | +7.0% | +70.1% | +70.1% |
| YTD | +80.1% | -26.8% | +107.0% | +83.6% |
| 1Y | +220.4% | -42.6% | +263.0% | +240.3% |
| 3Y | +650.1% | -0.3% | +650.4% | +612.9% |
| 5Y | +628.9% | -39.2% | +668.1% | +612.6% |
| All | +603.9% | +498.3% | +105.6% | +349.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 ZS 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