-55.4%
TSLL vs Z
-9.1%
-46.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -2.1% | -9.7% | -10.5% |
| 7D | +1.9% | -3.0% | +4.9% | +4.1% |
| 30D | +17.8% | -4.2% | +21.9% | +20.7% |
| 3M | -37.0% | -3.7% | -33.3% | -35.9% |
| 6M | -37.7% | -24.5% | -13.2% | -26.1% |
| YTD | -51.4% | -49.3% | -2.1% | -26.0% |
| 1Y | -23.4% | -58.7% | +35.3% | +31.8% |
| 3Y | -30.8% | -34.1% | +3.4% | -12.0% |
| All | -55.4% | -9.1% | -46.3% | -59.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling