+43.5%
TSM vs Z
-59.6%
+103.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.7% | +2.6% | +4.2% |
| 7D | +4.4% | -13.1% | +17.5% | +4.7% |
| 30D | -7.0% | +5.9% | -12.8% | -6.7% |
| 3M | -1.8% | -13.7% | +11.9% | -1.0% |
| 6M | +2.7% | -27.1% | +29.8% | +6.3% |
| YTD | +37.1% | -56.8% | +93.9% | +47.9% |
| 1Y | +43.5% | -60.2% | +103.7% | +56.9% |
| All | +43.5% | -59.6% | +103.1% | +56.9% |
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