-62.4%
ZTS vs TSEM
+654.3%
-716.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.3% |
| 7D | -3.8% | +4.7% | -8.5% | -3.9% |
| 30D | -2.0% | -14.2% | +12.2% | -1.6% |
| 3M | -10.2% | -5.0% | -5.1% | -10.8% |
| 6M | -39.4% | +87.6% | -127.0% | -43.7% |
| YTD | -40.8% | +84.4% | -125.3% | -45.3% |
| 1Y | -50.1% | +235.4% | -285.5% | -56.9% |
| 3Y | -58.9% | +668.0% | -726.9% | -69.0% |
| 5Y | -62.4% | +644.7% | -707.1% | -71.5% |
| All | -62.4% | +654.3% | -716.7% | -71.5% |
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