+2,477.1%
TSM vs Z
+25.1%
+2,452.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.3% |
| 7D | +2.7% | -3.0% | +5.7% | +3.3% |
| 30D | +3.6% | -4.2% | +7.8% | +4.1% |
| 3M | -3.4% | -3.7% | +0.3% | -3.6% |
| 6M | +20.6% | -24.5% | +45.1% | +26.5% |
| YTD | +41.9% | -49.3% | +91.2% | +60.7% |
| 1Y | +84.4% | -58.7% | +143.0% | +116.8% |
| 3Y | +380.2% | -34.1% | +414.4% | +396.1% |
| 5Y | +275.3% | -64.5% | +339.9% | +312.0% |
| 10Y | +1,751.4% | -0.5% | +1,751.9% | +1,463.9% |
| All | +2,477.1% | +25.1% | +2,452.0% | +1,962.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling