-51.9%
TSLL vs ZBH
-13.5%
-38.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -3.9% | +11.8% | +9.2% |
| 7D | +5.8% | -5.2% | +11.0% | +7.6% |
| 30D | +21.7% | -2.4% | +24.1% | +22.6% |
| 3M | -28.2% | +8.3% | -36.5% | -31.2% |
| 6M | -29.5% | +0.7% | -30.1% | -30.6% |
| YTD | -47.5% | +5.3% | -52.9% | -49.8% |
| 1Y | -20.8% | -9.1% | -11.7% | -19.7% |
| 3Y | -26.7% | -19.7% | -7.0% | -20.5% |
| All | -51.9% | -13.5% | -38.4% | -54.9% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling