-36.6%
TSLL vs Z
-31.8%
-4.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -10.6% | -11.2% | -19.6% |
| 7D | -28.9% | -2.3% | -26.6% | -27.3% |
| 30D | -21.4% | +9.4% | -30.8% | -21.8% |
| 3M | +5.0% | -16.1% | +21.1% | +10.6% |
| 6M | -36.6% | -30.4% | -6.1% | -46.3% |
| All | -36.6% | -31.8% | -4.8% | -46.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling