-18.4%
TSLL vs ZETA
+273.0%
-291.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.3% | +3.3% | +5.7% |
| 7D | -21.2% | -0.4% | -20.8% | -20.4% |
| 30D | -13.3% | -8.0% | -5.3% | -8.7% |
| 3M | +15.4% | +21.4% | -6.0% | +4.7% |
| 6M | -34.2% | +80.1% | -114.3% | -54.1% |
| YTD | -52.9% | +52.5% | -105.4% | -64.8% |
| 1Y | -54.3% | +58.5% | -112.8% | -66.9% |
| 3Y | -18.4% | +281.7% | -300.0% | -58.7% |
| All | -18.4% | +273.0% | -291.3% | -58.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling