+80.5%
TSEM vs ZYBT
-42.3%
+122.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.2% | -11.0% | -8.7% |
| 7D | -23.1% | -3.5% | -19.6% | -23.1% |
| 30D | -40.4% | +15.1% | -55.5% | -40.3% |
| 3M | -37.9% | +7.0% | -44.9% | -37.7% |
| 6M | -30.8% | +37.7% | -68.5% | -27.1% |
| YTD | +26.7% | +19.1% | +7.6% | +31.0% |
| 1Y | +80.5% | -38.3% | +118.8% | +107.4% |
| All | +80.5% | -42.3% | +122.8% | +107.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 1y: compounded portfolio wealth divided by compounded ZYBT 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…
1y analysis · Full analysis span regression · 6 months rolling