+239.5%
ZETA vs TSEM
+691.9%
-452.4%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.7% | -2.9% | -1.6% |
| 7D | -3.7% | -4.9% | +1.1% | -2.9% |
| 30D | +5.7% | -18.7% | +24.5% | +9.5% |
| 3M | +50.4% | -18.1% | +68.6% | +51.4% |
| 6M | +65.5% | +77.1% | -11.6% | +26.1% |
| YTD | +48.3% | +80.1% | -31.8% | +9.8% |
| 1Y | +45.4% | +220.4% | -175.0% | -13.0% |
| 3Y | +270.8% | +650.1% | -379.3% | +56.5% |
| 5Y | +336.1% | +628.9% | -292.7% | +98.8% |
| All | +239.5% | +691.9% | -452.4% | +52.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TSEM.
Daily Out/Under-Performance
Portfolio return minus TSEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSEM 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 10y: compounded portfolio wealth divided by compounded TSEM 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…
10y analysis · Full analysis span regression · 6 months rolling