-3.3%
TSLL vs ZETA
+280.5%
-283.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.5% | +6.4% | +8.5% |
| 7D | -14.3% | +6.2% | -20.5% | -16.3% |
| 30D | -6.2% | -2.0% | -4.1% | -4.4% |
| 3M | +21.2% | +21.7% | -0.5% | +9.9% |
| 6M | -36.6% | +89.1% | -125.7% | -56.8% |
| YTD | -47.8% | +59.3% | -107.1% | -61.8% |
| 1Y | -45.2% | +66.2% | -111.4% | -61.3% |
| 3Y | -3.3% | +297.3% | -300.6% | -49.4% |
| All | -3.3% | +280.5% | -283.8% | -49.4% |
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 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