-33.0%
TSLL vs ZETA
+81.4%
-114.4%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.7% | -2.1% | -3.0% |
| 7D | +17.8% | +18.1% | -0.3% | +10.0% |
| 30D | +8.2% | +13.6% | -5.3% | +3.1% |
| 3M | +20.9% | +23.7% | -2.9% | +11.7% |
| 6M | -37.5% | +128.5% | -166.0% | -54.1% |
| YTD | -44.5% | +80.1% | -124.6% | -57.1% |
| 1Y | -33.0% | +98.0% | -131.0% | -49.2% |
| All | -33.0% | +81.4% | -114.4% | -49.2% |
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