-50.3%
ZTS vs TSEM
+220.1%
-270.4%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.9% | +3.3% | -0.8% |
| 7D | -4.5% | +0.9% | -5.4% | -4.4% |
| 30D | -3.3% | -16.6% | +13.3% | -4.1% |
| 3M | -9.7% | -10.9% | +1.2% | -10.1% |
| 6M | -38.8% | +78.0% | -116.9% | -40.0% |
| YTD | -41.2% | +77.2% | -118.4% | -42.6% |
| 1Y | -50.3% | +207.6% | -257.9% | -54.4% |
| All | -50.3% | +220.1% | -270.4% | -54.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling