-55.4%
TSLL vs JAAA
+28.0%
-83.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JAAA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.1% | -11.9% | -12.4% |
| 7D | +1.9% | +0.2% | +1.7% | +0.7% |
| 30D | +17.8% | +0.5% | +17.2% | +13.8% |
| 3M | -37.0% | +1.3% | -38.3% | -42.1% |
| 6M | -37.7% | +2.7% | -40.3% | -47.6% |
| YTD | -51.4% | +3.2% | -54.6% | -60.3% |
| 1Y | -23.4% | +4.9% | -28.3% | -43.2% |
| 3Y | -30.8% | +19.0% | -49.8% | -49.5% |
| All | -55.4% | +28.0% | -83.5% | -70.0% |
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