-51.7%
TSLL vs ZTS
-49.8%
-1.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.8% | +0.9% |
| 7D | -11.0% | -0.6% | -10.4% | -10.3% |
| 30D | -5.3% | +11.0% | -16.3% | -8.7% |
| 3M | +20.8% | +10.9% | +9.9% | +16.3% |
| 6M | -36.0% | +0.9% | -36.9% | -37.1% |
| YTD | -47.3% | -33.0% | -14.3% | -36.5% |
| 1Y | -48.4% | -29.6% | -18.8% | -40.0% |
| 3Y | -5.4% | -49.0% | +43.6% | +25.5% |
| All | -51.7% | -49.8% | -1.9% | -34.4% |
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