-46.0%
TSLL vs ZBRA
+25.3%
-71.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +0.9% | -7.2% | -6.7% |
| 7D | -9.4% | -13.6% | +4.2% | -3.7% |
| 30D | +1.6% | -11.5% | +13.1% | +7.0% |
| 3M | +29.4% | -9.9% | +39.3% | +35.1% |
| 6M | -20.1% | +48.6% | -68.7% | -34.8% |
| YTD | -44.5% | +36.9% | -81.4% | -54.2% |
| 1Y | -46.0% | +27.7% | -73.7% | -52.4% |
| All | -46.0% | +25.3% | -71.3% | -52.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZBRA.
Daily Out/Under-Performance
Portfolio return minus ZBRA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZBRA 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 ZBRA 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