-56.8%
TSLL vs ZBRA
-1.3%
-55.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.1% | +8.5% | +8.5% |
| 7D | -21.2% | -10.9% | -10.4% | -13.5% |
| 30D | -13.3% | -16.6% | +3.3% | +0.5% |
| 3M | +15.4% | -11.6% | +27.0% | +27.1% |
| 6M | -34.2% | +40.2% | -74.4% | -53.6% |
| YTD | -52.9% | +32.6% | -85.5% | -66.0% |
| 1Y | -54.3% | +24.7% | -79.0% | -65.1% |
| 3Y | -18.4% | +56.3% | -74.7% | -43.6% |
| All | -56.8% | -1.3% | -55.5% | -60.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling