-2.8%
TSLL vs ZBH
+1.0%
-3.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZBH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -2.7% | +6.1% | +3.5% |
| 7D | +33.0% | -2.1% | +35.1% | +33.0% |
| 30D | +7.7% | +13.6% | -5.9% | +7.4% |
| 3M | +34.7% | +7.1% | +27.6% | +34.9% |
| 6M | -31.5% | +26.1% | -57.6% | -33.2% |
| YTD | -42.4% | +17.2% | -59.6% | -43.1% |
| 1Y | -39.7% | +17.4% | -57.1% | -40.6% |
| All | -2.8% | +1.0% | -3.7% | +3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling