+290.7%
TSM vs Z
-67.0%
+357.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -6.4% | +8.8% | +3.7% |
| 7D | +6.0% | -3.3% | +9.3% | +6.6% |
| 30D | +4.5% | -3.7% | +8.2% | +4.9% |
| 3M | +3.1% | -7.0% | +10.1% | +3.5% |
| 6M | +30.2% | -29.5% | +59.7% | +39.0% |
| YTD | +45.2% | -52.6% | +97.8% | +68.5% |
| 1Y | +79.6% | -64.0% | +143.6% | +121.3% |
| 3Y | +411.0% | -36.4% | +447.4% | +431.4% |
| 5Y | +290.7% | -65.8% | +356.5% | +290.3% |
| All | +290.7% | -67.0% | +357.7% | +290.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling