-54.6%
ZTS vs TSLQ
-97.3%
+42.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -8.0% | +5.0% | -3.2% |
| 7D | -4.8% | -8.6% | +3.8% | -5.0% |
| 30D | +1.2% | -24.9% | +26.1% | +0.6% |
| 3M | -6.0% | -1.5% | -4.5% | -5.6% |
| 6M | -38.7% | -18.1% | -20.7% | -38.8% |
| YTD | -40.6% | -0.1% | -40.5% | -40.0% |
| 1Y | -50.6% | -51.4% | +0.8% | -51.2% |
| 3Y | -58.7% | -95.9% | +37.2% | -61.4% |
| All | -54.6% | -97.3% | +42.6% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling