-51.7%
TSLL vs ZETA
+412.0%
-463.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.2% | -7.3% | -3.4% |
| 7D | -11.0% | +13.2% | -24.3% | -16.0% |
| 30D | -5.3% | +6.0% | -11.3% | -7.7% |
| 3M | +20.8% | +27.3% | -6.5% | +7.2% |
| 6M | -36.0% | +104.6% | -140.6% | -57.6% |
| YTD | -47.3% | +72.3% | -119.6% | -62.5% |
| 1Y | -48.4% | +76.3% | -124.8% | -64.1% |
| 3Y | -5.4% | +325.6% | -331.1% | -58.9% |
| All | -51.7% | +412.0% | -463.7% | -81.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling