+36.0%
TSM vs Z
-54.2%
+90.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.4% | -11.7% | -2.0% |
| 7D | -10.0% | +10.2% | -20.1% | -9.7% |
| 30D | -18.5% | +23.7% | -42.2% | -18.5% |
| 3M | -4.9% | -6.6% | +1.7% | -4.0% |
| 6M | -1.0% | -23.0% | +22.0% | +3.3% |
| YTD | +31.3% | -50.3% | +81.6% | +40.7% |
| 1Y | +36.0% | -53.6% | +89.6% | +47.4% |
| All | +36.0% | -54.2% | +90.2% | +47.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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