-54.3%
TSLL vs ZBRA
+21.2%
-75.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.6% |
| 7D | -21.2% | -10.9% | -10.4% | -17.1% |
| 30D | -13.3% | -16.6% | +3.3% | -6.1% |
| 3M | +15.4% | -11.6% | +27.0% | +21.8% |
| 6M | -34.2% | +40.2% | -74.4% | -43.9% |
| YTD | -52.9% | +32.6% | -85.5% | -59.9% |
| 1Y | -54.3% | +24.7% | -79.0% | -59.5% |
| All | -54.3% | +21.2% | -75.5% | -59.5% |
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