-48.9%
TSLL vs ZETA
+61.6%
-110.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.5% | +6.4% | +9.0% |
| 7D | -14.3% | +6.2% | -20.5% | -15.8% |
| 30D | -6.2% | -2.0% | -4.1% | -4.9% |
| 3M | +21.2% | +21.7% | -0.5% | +13.6% |
| 6M | -36.6% | +89.1% | -125.7% | -50.7% |
| YTD | -47.8% | +59.3% | -107.1% | -58.0% |
| All | -48.9% | +61.6% | -110.5% | -59.4% |
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