-51.7%
TSLL vs ZS
+17.2%
-68.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.1% | +3.0% | +2.1% |
| 7D | -11.0% | -13.4% | +2.4% | -2.6% |
| 30D | -5.3% | -16.6% | +11.3% | +5.3% |
| 3M | +20.8% | +10.3% | +10.5% | +12.6% |
| 6M | -36.0% | +28.1% | -64.1% | -51.0% |
| YTD | -47.3% | -13.3% | -33.9% | -48.8% |
| 1Y | -48.4% | -40.7% | -7.7% | -34.1% |
| 3Y | -5.4% | +11.4% | -16.8% | -23.7% |
| All | -51.7% | +17.2% | -68.9% | -64.6% |
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