+109.8%
TSM vs ZYBT
-58.4%
+168.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.8% |
| 7D | +4.8% | -3.7% | +8.5% | +4.8% |
| 30D | +4.0% | -12.8% | +16.8% | +4.1% |
| 3M | +2.0% | +76.2% | -74.2% | +0.9% |
| 6M | +25.5% | +109.3% | -83.8% | +23.0% |
| YTD | +44.0% | +36.5% | +7.5% | +42.2% |
| 1Y | +75.4% | -84.0% | +159.4% | +78.6% |
| All | +109.8% | -58.4% | +168.1% | +106.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling