-47.2%
TSLL vs JBL
+337.5%
-384.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.4% | +2.9% | +3.0% |
| 7D | +33.0% | +10.0% | +23.0% | +22.5% |
| 30D | +7.7% | -18.2% | +25.9% | +30.3% |
| 3M | +34.7% | -29.0% | +63.7% | +80.6% |
| 6M | -31.5% | -25.9% | -5.6% | -10.7% |
| YTD | -42.4% | +14.1% | -56.5% | -51.3% |
| 1Y | -39.7% | +21.7% | -61.3% | -52.7% |
| 3Y | +3.4% | +103.8% | -100.5% | -50.9% |
| All | -47.2% | +337.5% | -384.6% | -89.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling