-18.4%
TSLL vs JBL
+87.5%
-105.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.2% | +7.5% | +7.6% |
| 7D | -21.2% | -12.3% | -8.9% | -10.1% |
| 30D | -13.3% | -20.2% | +6.9% | +7.2% |
| 3M | +15.4% | -30.6% | +46.0% | +57.2% |
| 6M | -34.2% | -35.8% | +1.5% | -2.6% |
| YTD | -52.9% | +4.9% | -57.8% | -57.7% |
| 1Y | -54.3% | +11.3% | -65.6% | -61.9% |
| 3Y | -18.4% | +89.1% | -107.5% | -61.5% |
| All | -18.4% | +87.5% | -105.8% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling