-37.0%
TSLL vs ZTS
-3.8%
-33.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.6% | -11.2% | -12.2% |
| 7D | +1.9% | -2.0% | +3.9% | +0.7% |
| 30D | +17.8% | +1.9% | +15.9% | +18.6% |
| 3M | -37.0% | -4.0% | -33.0% | -41.3% |
| All | -37.0% | -3.8% | -33.2% | -41.3% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling