-56.8%
TSLL vs ZTS
-51.6%
-5.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -3.3% | +11.9% | +9.9% |
| 7D | -21.2% | -0.4% | -20.8% | -20.7% |
| 30D | -13.3% | +11.7% | -25.0% | -16.8% |
| 3M | +15.4% | +3.5% | +11.9% | +13.7% |
| 6M | -34.2% | -27.6% | -6.6% | -25.6% |
| YTD | -52.9% | -35.5% | -17.4% | -42.5% |
| 1Y | -54.3% | -32.1% | -22.2% | -46.3% |
| 3Y | -18.4% | -49.1% | +30.7% | +6.2% |
| All | -56.8% | -51.6% | -5.2% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling