+620.7%
TSEM vs ZS
+504.0%
+116.7%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.0% | -1.9% |
| 7D | +4.7% | -3.8% | +8.6% | +5.2% |
| 30D | -14.2% | -6.0% | -8.3% | -13.7% |
| 3M | -5.0% | +32.0% | -37.0% | -9.7% |
| 6M | +87.6% | +2.1% | +85.4% | +81.6% |
| YTD | +84.4% | -26.2% | +110.6% | +87.7% |
| 1Y | +235.4% | -41.2% | +276.6% | +254.5% |
| 3Y | +668.0% | +3.3% | +664.7% | +625.8% |
| 5Y | +644.7% | -40.7% | +685.5% | +631.4% |
| All | +620.7% | +504.0% | +116.7% | +359.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling