-52.1%
TSLL vs JBL
+325.0%
-377.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.6% | +5.3% | +5.8% |
| 7D | -14.3% | -5.2% | -9.1% | -8.7% |
| 30D | -6.2% | -17.5% | +11.4% | +12.6% |
| 3M | +21.2% | -26.0% | +47.2% | +55.5% |
| 6M | -36.6% | -28.9% | -7.7% | -14.1% |
| YTD | -47.8% | +10.8% | -58.6% | -54.7% |
| 1Y | -45.2% | +18.3% | -63.5% | -56.0% |
| 3Y | -3.3% | +102.2% | -105.4% | -53.7% |
| All | -52.1% | +325.0% | -377.1% | -89.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling