-46.0%
TSLL vs JBL
+20.8%
-66.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -4.8% | -1.5% | -3.2% |
| 7D | -9.4% | -11.1% | +1.7% | -2.3% |
| 30D | +1.6% | -14.1% | +15.6% | +11.9% |
| 3M | +29.4% | -23.9% | +53.3% | +51.2% |
| 6M | -20.1% | -24.1% | +4.0% | -4.4% |
| YTD | -44.5% | +13.5% | -58.0% | -44.6% |
| 1Y | -46.0% | +23.7% | -69.7% | -52.8% |
| All | -46.0% | +20.8% | -66.8% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 1y: compounded portfolio wealth divided by compounded JBL 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…
1y analysis · Full analysis span regression · 6 months rolling