-55.4%
TSLL vs ZETA
+357.7%
-413.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.1% | -7.8% | -9.7% |
| 7D | +1.9% | +2.7% | -0.8% | +0.8% |
| 30D | +17.8% | +15.8% | +1.9% | +9.7% |
| 3M | -37.0% | +35.4% | -72.4% | -46.3% |
| 6M | -37.7% | +67.1% | -104.8% | -54.2% |
| YTD | -51.4% | +54.1% | -105.4% | -63.4% |
| 1Y | -23.4% | +67.8% | -91.2% | -45.7% |
| 3Y | -30.8% | +311.4% | -342.2% | -69.2% |
| All | -55.4% | +357.7% | -413.1% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling