+41.0%
TSM vs Z
-61.0%
+102.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.3% | +0.4% | -1.9% |
| 7D | +14.8% | -4.9% | +19.8% | +14.9% |
| 30D | -8.9% | +3.0% | -11.9% | -8.6% |
| 3M | -5.3% | -13.4% | +8.1% | -4.6% |
| 6M | +2.6% | -27.3% | +29.9% | +5.9% |
| YTD | +34.5% | -57.8% | +92.3% | +45.0% |
| 1Y | +41.0% | -60.0% | +101.0% | +53.8% |
| All | +41.0% | -61.0% | +102.0% | +53.8% |
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