-23.4%
TSLL vs ZBH
-5.6%
-17.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.9% | -11.0% | -12.1% |
| 7D | +1.9% | -2.8% | +4.7% | +1.0% |
| 30D | +17.8% | -0.1% | +17.9% | +17.7% |
| 3M | -37.0% | +13.4% | -50.4% | -33.7% |
| 6M | -37.7% | +3.0% | -40.6% | -35.3% |
| YTD | -51.4% | +9.7% | -61.0% | -48.5% |
| 1Y | -23.4% | -5.4% | -18.0% | -17.4% |
| All | -23.4% | -5.6% | -17.8% | -17.4% |
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