-33.0%
TSLL vs ZS
-39.0%
+6.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.6% |
| 7D | +17.8% | -2.6% | +20.5% | +18.5% |
| 30D | +8.2% | -12.8% | +21.1% | +11.9% |
| 3M | +20.9% | +2.3% | +18.6% | +21.6% |
| 6M | -37.5% | +26.3% | -63.8% | -41.1% |
| YTD | -44.5% | -14.4% | -30.1% | -43.7% |
| 1Y | -33.0% | -37.6% | +4.7% | -29.6% |
| All | -33.0% | -39.0% | +6.0% | -29.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling