-46.0%
TSLL vs ZETA
+84.8%
-130.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +2.6% | -8.9% | -7.3% |
| 7D | -9.4% | -5.0% | -4.4% | -7.7% |
| 30D | +1.6% | -3.3% | +4.9% | +2.7% |
| 3M | +29.4% | +31.0% | -1.6% | +16.5% |
| 6M | -20.1% | +72.2% | -92.3% | -36.4% |
| YTD | -44.5% | +56.2% | -100.7% | -55.4% |
| 1Y | -46.0% | +90.3% | -136.3% | -61.4% |
| All | -46.0% | +84.8% | -130.8% | -61.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZETA.
Daily Out/Under-Performance
Portfolio return minus ZETA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZETA 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 ZETA 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