+201.1%
ZTS vs TSEM
+1,809.5%
-1,608.4%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.6% | -7.5% | -0.6% |
| 7D | -7.4% | +6.8% | -14.2% | -8.1% |
| 30D | +9.9% | -26.6% | +36.5% | +12.6% |
| 3M | +10.3% | -36.3% | +46.7% | +14.1% |
| 6M | +9.2% | -30.6% | +39.8% | +9.1% |
| YTD | -32.9% | +35.3% | -68.2% | -39.6% |
| 1Y | -29.7% | +59.2% | -88.9% | -38.4% |
| 3Y | -49.0% | +547.7% | -596.6% | -65.0% |
| 5Y | -59.3% | +337.5% | -396.8% | -70.8% |
| 10Y | +78.9% | +887.4% | -808.4% | +9.0% |
| All | +201.1% | +1,809.5% | -1,608.4% | +78.0% |
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