+252.6%
ZETA vs TSEM
+732.4%
-479.8%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +7.8% | -11.9% | -5.5% |
| 7D | +2.7% | +6.9% | -4.2% | +1.2% |
| 30D | +15.8% | +5.3% | +10.5% | +13.8% |
| 3M | +35.4% | -14.9% | +50.3% | +35.1% |
| 6M | +67.1% | +80.0% | -12.9% | +27.3% |
| YTD | +54.1% | +89.4% | -35.3% | +13.0% |
| 1Y | +67.8% | +253.1% | -185.3% | -2.3% |
| 3Y | +311.4% | +642.1% | -330.7% | +75.5% |
| 5Y | +324.8% | +659.1% | -334.3% | +92.2% |
| All | +252.6% | +732.4% | -479.8% | +57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling