-6.4%
TSLL vs ZTS
-48.0%
+41.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.0% | -4.8% | -3.9% |
| 7D | +17.8% | +5.6% | +12.3% | +16.6% |
| 30D | +8.2% | +12.1% | -3.8% | +6.5% |
| 3M | +20.9% | +11.3% | +9.6% | +19.0% |
| 6M | -37.5% | +14.3% | -51.8% | -39.5% |
| YTD | -44.5% | -31.9% | -12.6% | -35.6% |
| 1Y | -33.0% | -29.3% | -3.7% | -23.8% |
| 3Y | -6.4% | -48.0% | +41.7% | +25.4% |
| All | -6.4% | -48.0% | +41.6% | +25.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling