-52.1%
TSLL vs Z
-19.4%
-32.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +3.8% | +7.1% | +8.6% |
| 7D | -14.3% | -5.2% | -9.1% | -11.1% |
| 30D | -6.2% | +5.7% | -11.9% | -10.8% |
| 3M | +21.2% | -8.7% | +29.9% | +24.7% |
| 6M | -36.6% | -26.0% | -10.6% | -26.0% |
| YTD | -47.8% | -55.0% | +7.3% | -16.6% |
| 1Y | -45.2% | -58.0% | +12.8% | -9.0% |
| 3Y | -3.3% | -15.2% | +11.9% | -1.3% |
| All | -52.1% | -19.4% | -32.7% | -54.6% |
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 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