+1,643.1%
TSM vs Z
-16.5%
+1,659.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.5% | -5.1% | -2.4% |
| 7D | +6.2% | +0.8% | +5.4% | +5.9% |
| 30D | -7.3% | +5.2% | -12.5% | -8.8% |
| 3M | -7.1% | -17.0% | +9.9% | -4.6% |
| 6M | +0.2% | -22.7% | +22.9% | +3.7% |
| YTD | +32.2% | -56.3% | +88.6% | +53.4% |
| 1Y | +42.8% | -57.7% | +100.4% | +66.4% |
| 3Y | +330.4% | -16.5% | +347.0% | +319.0% |
| 5Y | +263.9% | -53.4% | +317.3% | +281.0% |
| All | +1,643.1% | -16.5% | +1,659.5% | +1,407.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling