-55.4%
TSLL vs ZS
+2.1%
-57.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -4.5% | -7.4% | -9.2% |
| 7D | +1.9% | -7.8% | +9.7% | +7.4% |
| 30D | +17.8% | +5.0% | +12.7% | +15.1% |
| 3M | -37.0% | +25.5% | -62.5% | -44.5% |
| 6M | -37.7% | +8.7% | -46.4% | -47.6% |
| YTD | -51.4% | -24.5% | -26.9% | -47.9% |
| 1Y | -23.4% | -36.7% | +13.3% | -7.3% |
| 3Y | -30.8% | +7.2% | -38.0% | -41.9% |
| All | -55.4% | +2.1% | -57.5% | -63.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling