+35.7%
TSM vs Z
-60.5%
+96.2%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.5% | +7.5% | +2.1% |
| 7D | -2.1% | -6.5% | +4.4% | -1.6% |
| 30D | -12.5% | -0.1% | -12.4% | -12.2% |
| 3M | -5.0% | -14.1% | +9.1% | -4.3% |
| 6M | -3.2% | -30.1% | +26.8% | +0.5% |
| YTD | +31.5% | -57.5% | +89.0% | +41.3% |
| 1Y | +35.7% | -60.3% | +96.0% | +47.6% |
| All | +35.7% | -60.5% | +96.2% | +47.6% |
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