-51.9%
TSLL vs ZBRA
+8.0%
-60.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -2.8% | +10.7% | +10.1% |
| 7D | +5.8% | +2.6% | +3.2% | +3.3% |
| 30D | +21.7% | -6.4% | +28.1% | +27.8% |
| 3M | -28.2% | +51.3% | -79.5% | -51.2% |
| 6M | -29.5% | +60.5% | -90.0% | -55.5% |
| YTD | -47.5% | +45.2% | -92.7% | -64.9% |
| 1Y | -20.8% | +12.3% | -33.1% | -33.2% |
| 3Y | -26.7% | +37.5% | -64.2% | -45.8% |
| All | -51.9% | +8.0% | -60.0% | -59.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling