-47.2%
TSLL vs ZETA
+444.1%
-491.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.2% | +4.6% | +4.0% |
| 7D | +33.0% | +26.5% | +6.5% | +17.6% |
| 30D | +7.7% | +10.3% | -2.6% | +2.8% |
| 3M | +34.7% | +30.5% | +4.2% | +18.0% |
| 6M | -31.5% | +129.4% | -160.9% | -57.2% |
| YTD | -42.4% | +83.1% | -125.5% | -60.3% |
| 1Y | -39.7% | +82.1% | -121.8% | -58.7% |
| 3Y | +3.4% | +352.3% | -348.9% | -56.4% |
| All | -47.2% | +444.1% | -491.3% | -80.8% |
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