-55.4%
TSLL vs JBL
+422.6%
-478.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.5% | -13.4% | -13.2% |
| 7D | +1.9% | +3.0% | -1.1% | -0.7% |
| 30D | +17.8% | -8.3% | +26.0% | +25.4% |
| 3M | -37.0% | -16.9% | -20.1% | -25.6% |
| 6M | -37.7% | +21.8% | -59.4% | -48.6% |
| YTD | -51.4% | +36.3% | -87.7% | -64.7% |
| 1Y | -23.4% | +49.5% | -72.9% | -50.2% |
| 3Y | -30.8% | +170.6% | -201.4% | -73.8% |
| All | -55.4% | +422.6% | -478.1% | -92.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling