-60.3%
TSLL vs Z
-20.4%
-39.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -10.6% | -11.2% | -15.4% |
| 7D | -28.9% | -2.3% | -26.6% | -27.6% |
| 30D | -21.4% | +9.4% | -30.8% | -27.1% |
| 3M | +5.0% | -16.1% | +21.1% | +13.8% |
| 6M | -36.6% | -30.4% | -6.1% | -23.2% |
| YTD | -56.6% | -55.6% | -1.1% | -30.3% |
| 1Y | -60.9% | -58.5% | -2.3% | -34.5% |
| 3Y | -25.2% | -19.6% | -5.6% | -20.7% |
| All | -60.3% | -20.4% | -39.8% | -62.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling