-33.0%
TSLL vs Z
-58.2%
+25.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.2% | -4.8% |
| 7D | +17.8% | +0.8% | +17.0% | +17.4% |
| 30D | +8.2% | +5.2% | +3.1% | +6.6% |
| 3M | +20.9% | -17.0% | +37.9% | +28.9% |
| 6M | -37.5% | -22.7% | -14.8% | -31.8% |
| YTD | -44.5% | -56.3% | +11.8% | -30.2% |
| 1Y | -33.0% | -57.7% | +24.7% | -17.7% |
| All | -33.0% | -58.2% | +25.2% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling