-35.3%
TSLL vs ZETA
+311.4%
-346.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.1% | -7.8% | -9.6% |
| 7D | +1.9% | +2.7% | -0.8% | +0.8% |
| 30D | +17.8% | +15.8% | +1.9% | +9.4% |
| 3M | -37.0% | +35.4% | -72.4% | -46.6% |
| 6M | -37.7% | +67.1% | -104.8% | -54.8% |
| YTD | -51.4% | +54.1% | -105.4% | -63.9% |
| 1Y | -23.4% | +67.8% | -91.2% | -46.7% |
| All | -35.3% | +311.4% | -346.7% | -68.6% |
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