+236.4%
TSM vs Z
-55.4%
+291.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.4% | +8.8% | +6.8% |
| 7D | -7.6% | -4.6% | -3.0% | -6.7% |
| 30D | -20.5% | +8.3% | -28.8% | -22.5% |
| 3M | -10.0% | -11.6% | +1.6% | -8.7% |
| 6M | -10.1% | -33.6% | +23.6% | -2.9% |
| YTD | +24.5% | -56.7% | +81.2% | +47.9% |
| 1Y | +31.2% | -59.1% | +90.3% | +57.8% |
| 3Y | +322.0% | -20.4% | +342.4% | +309.1% |
| All | +236.4% | -55.4% | +291.8% | +232.8% |
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 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