-48.4%
TSLL vs ZBH
+23.3%
-71.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.9% | +0.7% |
| 7D | -11.0% | +10.6% | -21.6% | -7.4% |
| 30D | -5.3% | +20.4% | -25.7% | +1.3% |
| 3M | +20.8% | +10.0% | +10.8% | +25.9% |
| 6M | -36.0% | +31.0% | -67.0% | -30.1% |
| YTD | -47.3% | +20.3% | -67.6% | -42.7% |
| 1Y | -48.4% | +22.2% | -70.7% | -44.3% |
| All | -48.4% | +23.3% | -71.8% | -44.3% |
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