-49.1%
TSLL vs ZTS
-48.9%
-0.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.8% | -4.1% |
| 7D | +17.8% | +5.6% | +12.3% | +15.5% |
| 30D | +8.2% | +12.1% | -3.8% | +3.9% |
| 3M | +20.9% | +11.3% | +9.6% | +16.2% |
| 6M | -37.5% | +14.3% | -51.8% | -41.7% |
| YTD | -44.5% | -31.9% | -12.6% | -33.6% |
| 1Y | -33.0% | -29.3% | -3.7% | -21.9% |
| 3Y | -6.4% | -48.0% | +41.7% | +23.2% |
| All | -49.1% | -48.9% | -0.2% | -31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 ZTS 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