-56.8%
TSLL vs Z
-22.4%
-34.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -2.4% | +11.1% | +10.1% |
| 7D | -21.2% | -4.6% | -16.7% | -18.7% |
| 30D | -13.3% | +8.3% | -21.6% | -19.3% |
| 3M | +15.4% | -11.6% | +27.0% | +20.9% |
| 6M | -34.2% | -33.6% | -0.6% | -18.1% |
| YTD | -52.9% | -56.7% | +3.8% | -23.2% |
| 1Y | -54.3% | -59.1% | +4.8% | -23.1% |
| 3Y | -18.4% | -20.4% | +2.0% | -13.2% |
| All | -56.8% | -22.4% | -34.5% | -58.2% |
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