-48.4%
TSLL vs Z
-60.5%
+12.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -5.5% | +6.4% | +2.7% |
| 7D | -11.0% | -6.5% | -4.6% | -8.2% |
| 30D | -5.3% | -0.1% | -5.2% | -5.1% |
| 3M | +20.8% | -14.1% | +35.0% | +27.2% |
| 6M | -36.0% | -30.1% | -5.9% | -27.3% |
| YTD | -47.3% | -57.5% | +10.2% | -31.2% |
| 1Y | -48.4% | -60.3% | +11.9% | -32.6% |
| All | -48.4% | -60.5% | +12.1% | -32.6% |
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