-46.0%
TSLL vs ZBH
+11.3%
-57.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +13.5% | -19.8% | -1.1% |
| 7D | -9.4% | +14.3% | -23.7% | -4.1% |
| 30D | +1.6% | +20.3% | -18.7% | +9.8% |
| 3M | +29.4% | +15.3% | +14.1% | +38.1% |
| 6M | -20.1% | +33.9% | -54.1% | -9.5% |
| YTD | -44.5% | +23.5% | -68.0% | -37.7% |
| 1Y | -46.0% | +7.9% | -53.9% | -42.6% |
| All | -46.0% | +11.3% | -57.3% | -42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBH.
Daily Out/Under-Performance
Portfolio return minus ZBH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBH 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 1y: compounded portfolio wealth divided by compounded ZBH 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…
1y analysis · Full analysis span regression · 6 months rolling