+108.8%
TSM vs ZYBT
-58.9%
+167.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.5% | +3.7% | +1.2% |
| 7D | +1.0% | -3.7% | +4.7% | +1.0% |
| 30D | +1.0% | 0.0% | +1.0% | +0.9% |
| 3M | +2.9% | +72.2% | -69.3% | +1.8% |
| 6M | +22.8% | +103.1% | -80.3% | +20.4% |
| YTD | +43.3% | +34.8% | +8.5% | +41.5% |
| 1Y | +69.2% | -83.2% | +152.4% | +72.1% |
| All | +108.8% | -58.9% | +167.6% | +105.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 3y: compounded portfolio wealth divided by compounded ZYBT 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…
3y analysis · Full analysis span regression · 6 months rolling