-52.7%
TSLL vs ZBRA
+7.4%
-60.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZBRA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.8% | -0.9% | -0.5% |
| 7D | +6.1% | -3.4% | +9.5% | +8.8% |
| 30D | +20.6% | -7.4% | +28.0% | +27.8% |
| 3M | -25.4% | +57.5% | -82.9% | -51.1% |
| 6M | -34.2% | +64.0% | -98.2% | -59.3% |
| YTD | -48.4% | +44.3% | -92.7% | -65.3% |
| 1Y | -30.8% | +10.9% | -41.7% | -41.1% |
| 3Y | -37.4% | +37.5% | -74.9% | -53.7% |
| All | -52.7% | +7.4% | -60.1% | -59.7% |
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