-52.1%
TSLL vs ZETA
+373.3%
-425.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZETA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.5% | +6.4% | +8.6% |
| 7D | -14.3% | +6.2% | -20.5% | -16.2% |
| 30D | -6.2% | -2.0% | -4.1% | -4.5% |
| 3M | +21.2% | +21.7% | -0.5% | +10.4% |
| 6M | -36.6% | +89.1% | -125.7% | -56.1% |
| YTD | -47.8% | +59.3% | -107.1% | -61.2% |
| 1Y | -45.2% | +66.2% | -111.4% | -60.6% |
| 3Y | -3.3% | +297.3% | -300.6% | -56.2% |
| All | -52.1% | +373.3% | -425.4% | -81.2% |
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