-44.0%
TSLL vs ZBRA
+26.9%
-70.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.9% | +3.9% | +4.9% |
| 7D | +0.5% | -1.5% | +2.0% | +1.6% |
| 30D | +2.7% | -15.6% | +18.3% | +10.6% |
| 3M | +26.3% | -14.5% | +40.8% | +35.1% |
| 6M | -37.2% | +50.9% | -88.1% | -48.1% |
| YTD | -44.2% | +34.8% | -79.1% | -52.7% |
| 1Y | -44.0% | +28.3% | -72.3% | -51.3% |
| All | -44.0% | +26.9% | -70.9% | -51.3% |
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