-52.1%
TSLL vs JCI
+178.8%
-230.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.8% | +6.1% | +5.0% |
| 7D | -14.3% | -3.4% | -10.9% | -9.2% |
| 30D | -6.2% | -10.1% | +4.0% | +8.6% |
| 3M | +21.2% | -6.8% | +28.0% | +32.6% |
| 6M | -36.6% | +2.0% | -38.6% | -37.4% |
| YTD | -47.8% | +19.2% | -66.9% | -59.0% |
| 1Y | -45.2% | +16.7% | -62.0% | -55.7% |
| 3Y | -3.3% | +194.3% | -197.6% | -68.2% |
| All | -52.1% | +178.8% | -230.9% | -84.4% |
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