-52.1%
TSLL vs JAAA
+28.9%
-81.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | 0.0% | +10.9% | +10.9% |
| 7D | -14.3% | +0.1% | -14.4% | -14.6% |
| 30D | -6.2% | +0.4% | -6.5% | -8.5% |
| 3M | +21.2% | +1.1% | +20.0% | +12.6% |
| 6M | -36.6% | +2.3% | -38.8% | -45.3% |
| YTD | -47.8% | +3.9% | -51.7% | -59.2% |
| 1Y | -45.2% | +4.8% | -50.0% | -59.4% |
| 3Y | -3.3% | +18.4% | -21.7% | -33.6% |
| All | -52.1% | +28.9% | -81.1% | -69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside JAAA.
Daily Out/Under-Performance
Portfolio return minus JAAA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JAAA 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 JAAA 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