+87.8%
ZTS vs TSEM
+805.6%
-717.8%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -6.9% | +8.0% | +1.7% |
| 7D | +5.6% | +7.0% | -1.4% | +4.8% |
| 30D | +12.1% | -29.8% | +41.9% | +15.1% |
| 3M | +11.3% | -41.9% | +53.2% | +15.9% |
| 6M | +14.3% | -45.8% | +60.1% | +17.9% |
| YTD | -31.9% | +25.1% | -57.0% | -39.2% |
| 1Y | -29.3% | +48.2% | -77.5% | -38.9% |
| 3Y | -48.0% | +476.5% | -524.5% | -66.4% |
| 5Y | -58.9% | +301.4% | -360.3% | -72.0% |
| All | +87.8% | +805.6% | -717.8% | -0.8% |
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