-55.0%
ZTS vs TSLQ
-97.2%
+42.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.1% |
| 7D | -3.7% | -6.6% | +2.8% | -3.9% |
| 30D | -0.8% | -24.3% | +23.5% | -1.4% |
| 3M | -9.7% | -3.6% | -6.1% | -9.5% |
| 6M | -38.4% | -12.0% | -26.4% | -38.3% |
| YTD | -41.1% | +1.4% | -42.5% | -40.5% |
| 1Y | -50.6% | -43.6% | -7.1% | -50.9% |
| 3Y | -59.1% | -95.4% | +36.3% | -61.2% |
| All | -55.0% | -97.2% | +42.2% | -57.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling