-56.8%
TSLL vs JAAA
+28.9%
-85.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | 0.0% | +8.6% | +8.4% |
| 7D | -21.2% | +0.2% | -21.4% | -22.0% |
| 30D | -13.3% | +0.4% | -13.7% | -15.7% |
| 3M | +15.4% | +1.2% | +14.2% | +6.8% |
| 6M | -34.2% | +2.3% | -36.6% | -43.6% |
| YTD | -52.9% | +3.9% | -56.8% | -63.2% |
| 1Y | -54.3% | +4.8% | -59.2% | -66.2% |
| 3Y | -18.4% | +18.5% | -36.9% | -43.9% |
| All | -56.8% | +28.9% | -85.8% | -72.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling