-51.9%
TSLL vs JAAA
+28.0%
-80.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | 0.0% | +7.9% | +7.9% |
| 7D | +5.8% | +0.1% | +5.7% | +5.0% |
| 30D | +21.7% | +0.5% | +21.2% | +18.2% |
| 3M | -28.2% | +1.2% | -29.4% | -33.8% |
| 6M | -29.5% | +2.8% | -32.3% | -41.4% |
| YTD | -47.5% | +3.2% | -50.7% | -57.2% |
| 1Y | -20.8% | +4.8% | -25.6% | -41.0% |
| 3Y | -26.7% | +19.0% | -45.7% | -46.6% |
| All | -51.9% | +28.0% | -80.0% | -67.7% |
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