-59.3%
TSLL vs ZYBT
-58.1%
-1.2%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.9% | +9.7% | +7.9% |
| 7D | +5.8% | -4.2% | +10.0% | +5.8% |
| 30D | +21.7% | -16.4% | +38.1% | +21.6% |
| 3M | -28.2% | +82.9% | -111.1% | -25.3% |
| 6M | -29.5% | +110.7% | -140.1% | -28.7% |
| YTD | -47.5% | +37.4% | -84.9% | -45.5% |
| 1Y | -20.8% | -80.6% | +59.8% | -9.1% |
| All | -59.3% | -58.1% | -1.2% | -73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling