-48.9%
TSLL vs JBL
+15.6%
-64.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +5.6% | +5.3% | +6.9% |
| 7D | -14.3% | -5.2% | -9.1% | -10.1% |
| 30D | -6.2% | -17.5% | +11.4% | +7.2% |
| 3M | +21.2% | -26.0% | +47.2% | +45.5% |
| 6M | -36.6% | -28.9% | -7.7% | -20.1% |
| YTD | -47.8% | +10.8% | -58.6% | -43.8% |
| All | -48.9% | +15.6% | -64.5% | -47.3% |
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