+282.0%
ZETA vs TSEM
+335.9%
-53.9%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +7.6% | 0.0% | +6.2% |
| 7D | +18.8% | +6.8% | +12.0% | +17.3% |
| 30D | +12.6% | -26.6% | +39.2% | +18.1% |
| 3M | +29.5% | -36.3% | +65.8% | +38.0% |
| 6M | +128.6% | -30.6% | +159.2% | +126.0% |
| YTD | +85.5% | +35.3% | +50.2% | +43.0% |
| 1Y | +90.6% | +59.2% | +31.4% | +38.3% |
| 3Y | +358.0% | +547.7% | -189.6% | +93.7% |
| 5Y | +282.0% | +337.5% | -55.6% | +95.4% |
| All | +282.0% | +335.9% | -53.9% | +95.4% |
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