+349.3%
ZETA vs TSEM
+654.3%
-305.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.5% | +0.3% | -0.9% |
| 7D | -0.1% | +4.7% | -4.8% | -1.0% |
| 30D | +10.5% | -14.2% | +24.7% | +13.2% |
| 3M | +44.3% | -5.0% | +49.4% | +39.8% |
| 6M | +59.4% | +87.6% | -28.1% | +19.2% |
| YTD | +49.5% | +84.4% | -35.0% | +9.7% |
| 1Y | +62.7% | +235.4% | -172.7% | -4.7% |
| 3Y | +274.6% | +668.0% | -393.3% | +54.7% |
| 5Y | +349.3% | +644.7% | -295.4% | +99.2% |
| All | +349.3% | +654.3% | -305.0% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling