-52.1%
TSLL vs ZS
+19.7%
-71.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +0.7% | +10.2% | +10.5% |
| 7D | -14.3% | -11.1% | -3.3% | -7.6% |
| 30D | -6.2% | -14.8% | +8.7% | +3.1% |
| 3M | +21.2% | +18.0% | +3.2% | +8.6% |
| 6M | -36.6% | +30.8% | -67.4% | -52.0% |
| YTD | -47.8% | -11.5% | -36.3% | -49.9% |
| 1Y | -45.2% | -37.8% | -7.4% | -32.2% |
| 3Y | -3.3% | +16.6% | -19.9% | -24.0% |
| All | -52.1% | +19.7% | -71.8% | -65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZS.
Daily Out/Under-Performance
Portfolio return minus ZS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZS 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 10y: compounded portfolio wealth divided by compounded ZS 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…
10y analysis · Full analysis span regression · 6 months rolling