-62.2%
TSLL vs ZYBT
-57.3%
-4.9%
-77.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.2% | -10.6% | -11.9% |
| 7D | +1.9% | -6.9% | +8.8% | +1.9% |
| 30D | +17.8% | -31.8% | +49.5% | +17.6% |
| 3M | -37.0% | +94.0% | -131.0% | -34.6% |
| 6M | -37.7% | +99.0% | -136.7% | -36.6% |
| YTD | -51.4% | +40.0% | -91.4% | -49.5% |
| 1Y | -23.4% | -79.5% | +56.2% | -12.3% |
| All | -62.2% | -57.3% | -4.9% | -75.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling