-39.7%
TSLL vs ZTS
-29.4%
-10.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.5% | +2.9% | +3.4% |
| 7D | +33.0% | +1.0% | +31.9% | +33.0% |
| 30D | +7.7% | +12.4% | -4.7% | +11.4% |
| 3M | +34.7% | +13.6% | +21.2% | +39.4% |
| 6M | -31.5% | +9.3% | -40.8% | -29.1% |
| YTD | -42.4% | -32.6% | -9.8% | -34.2% |
| 1Y | -39.7% | -30.0% | -9.7% | -32.3% |
| All | -39.7% | -29.4% | -10.3% | -32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling