-49.1%
TSLL vs JCI
+174.6%
-223.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.3% | -1.5% | -0.9% |
| 7D | +17.8% | +3.2% | +14.7% | +13.7% |
| 30D | +8.2% | -8.6% | +16.8% | +22.8% |
| 3M | +20.9% | -7.7% | +28.6% | +34.2% |
| 6M | -37.5% | -2.6% | -34.9% | -34.8% |
| YTD | -44.5% | +17.4% | -61.9% | -55.6% |
| 1Y | -33.0% | +16.9% | -49.9% | -46.1% |
| 3Y | -6.4% | +186.7% | -193.1% | -68.3% |
| All | -49.1% | +174.6% | -223.7% | -83.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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