+301.8%
TSEM vs ZYBT
-57.8%
+359.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.3% | -5.2% | -3.9% |
| 7D | +0.9% | -2.5% | +3.4% | +0.9% |
| 30D | -16.6% | -1.2% | -15.4% | -16.6% |
| 3M | -10.9% | +76.7% | -87.6% | -8.6% |
| 6M | +78.0% | +103.6% | -25.6% | +79.0% |
| YTD | +77.2% | +38.3% | +38.9% | +80.5% |
| 1Y | +207.6% | -84.7% | +292.3% | +233.8% |
| All | +301.8% | -57.8% | +359.6% | +293.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling