-3.3%
TSLL vs JCI
+189.7%
-193.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +4.8% | +6.1% | +4.3% |
| 7D | -14.3% | -3.4% | -10.9% | -8.7% |
| 30D | -6.2% | -10.1% | +4.0% | +10.1% |
| 3M | +21.2% | -6.8% | +28.0% | +33.5% |
| 6M | -36.6% | +2.0% | -38.6% | -38.1% |
| YTD | -47.8% | +19.2% | -66.9% | -61.3% |
| 1Y | -45.2% | +16.7% | -62.0% | -58.0% |
| 3Y | -3.3% | +194.3% | -197.6% | -70.0% |
| All | -3.3% | +189.7% | -193.0% | -70.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling