-6.4%
TSLL vs ZS
+9.6%
-16.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.4% | -3.3% | -3.5% |
| 7D | +17.8% | -2.6% | +20.5% | +19.5% |
| 30D | +8.2% | -12.8% | +21.1% | +16.9% |
| 3M | +20.9% | +2.3% | +18.6% | +18.2% |
| 6M | -37.5% | +26.3% | -63.8% | -51.6% |
| YTD | -44.5% | -14.4% | -30.1% | -43.1% |
| 1Y | -33.0% | -37.6% | +4.7% | -9.7% |
| 3Y | -6.4% | +8.0% | -14.4% | -26.4% |
| All | -6.4% | +9.6% | -16.0% | -26.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling