-48.9%
TSLL vs Z
-22.6%
-26.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.7% | +4.1% | +4.8% |
| 7D | +0.5% | -13.1% | +13.6% | +10.5% |
| 30D | +2.7% | +5.9% | -3.2% | -2.7% |
| 3M | +26.3% | -13.7% | +39.9% | +34.3% |
| 6M | -37.2% | -27.1% | -10.1% | -26.0% |
| YTD | -44.2% | -56.8% | +12.6% | -8.9% |
| 1Y | -44.0% | -60.2% | +16.3% | -3.7% |
| 3Y | 0.0% | -19.7% | +19.7% | +5.6% |
| All | -48.9% | -22.6% | -26.3% | -50.4% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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