-35.3%
TSLL vs ZM
+42.8%
-78.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +3.3% | -15.1% | -14.4% |
| 7D | +1.9% | +2.9% | -1.1% | -0.8% |
| 30D | +17.8% | +0.7% | +17.1% | +16.7% |
| 3M | -37.0% | -3.7% | -33.3% | -35.2% |
| 6M | -37.7% | +29.9% | -67.6% | -53.1% |
| YTD | -51.4% | +17.4% | -68.8% | -61.1% |
| 1Y | -23.4% | +22.4% | -45.8% | -42.8% |
| All | -35.3% | +42.8% | -78.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ZM.
Daily Out/Under-Performance
Portfolio return minus ZM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZM 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 ZM 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