-18.4%
TSLL vs ZS
+18.6%
-37.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.1% | +11.7% | +10.3% |
| 7D | -21.2% | -16.9% | -4.3% | -12.5% |
| 30D | -13.3% | -7.4% | -5.9% | -9.3% |
| 3M | +15.4% | +21.6% | -6.2% | +2.6% |
| 6M | -34.2% | +42.4% | -76.6% | -53.5% |
| YTD | -52.9% | -12.1% | -40.8% | -52.5% |
| 1Y | -54.3% | -37.8% | -16.5% | -37.4% |
| 3Y | -18.4% | +20.9% | -39.3% | -49.2% |
| All | -18.4% | +18.6% | -37.0% | -49.2% |
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