+128.5%
ZETA vs TSEM
-42.2%
+170.6%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.9% | +5.3% | -1.9% |
| 7D | +18.1% | +7.0% | +11.2% | +18.6% |
| 30D | +13.6% | -29.8% | +43.3% | +9.4% |
| 3M | +23.7% | -41.9% | +65.7% | +16.9% |
| 6M | +128.5% | -45.8% | +174.2% | +117.4% |
| All | +128.5% | -42.2% | +170.6% | +117.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling