-23.4%
TSLL vs ZYBT
-83.2%
+59.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.3% | -3.6% | -2.3% |
| 7D | -7.3% | -2.5% | -4.9% | -7.3% |
| 30D | +15.8% | -1.2% | +17.0% | +15.8% |
| 3M | -19.5% | +76.7% | -96.1% | -14.1% |
| 6M | -32.1% | +103.6% | -135.6% | -29.4% |
| YTD | -48.9% | +38.3% | -87.1% | -45.8% |
| 1Y | -23.4% | -84.7% | +61.3% | -16.4% |
| All | -23.4% | -83.2% | +59.9% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 ZYBT 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