-56.8%
TSLL vs JCI
+166.1%
-222.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +5.3% |
| 7D | -21.2% | -9.4% | -11.8% | -10.0% |
| 30D | -13.3% | -13.4% | +0.1% | +4.8% |
| 3M | +15.4% | -12.4% | +27.8% | +35.7% |
| 6M | -34.2% | -5.1% | -29.1% | -29.4% |
| YTD | -52.9% | +13.7% | -66.6% | -60.9% |
| 1Y | -54.3% | +11.4% | -65.8% | -61.0% |
| 3Y | -18.4% | +175.9% | -194.3% | -71.2% |
| All | -56.8% | +166.1% | -222.9% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling