-55.4%
TSLL vs ZTS
-54.1%
-1.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -11.6% |
| 7D | +1.9% | -2.0% | +3.9% | +2.7% |
| 30D | +17.8% | +1.9% | +15.9% | +16.6% |
| 3M | -37.0% | -4.0% | -33.0% | -36.7% |
| 6M | -37.7% | -39.1% | +1.5% | -22.1% |
| YTD | -51.4% | -38.8% | -12.6% | -39.5% |
| 1Y | -23.4% | -49.6% | +26.2% | +8.2% |
| 3Y | -30.8% | -59.0% | +28.2% | +5.9% |
| All | -55.4% | -54.1% | -1.3% | -37.4% |
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