-51.7%
TSLL vs JCI
+178.1%
-229.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.2% |
| 7D | -11.0% | -5.9% | -5.2% | -2.6% |
| 30D | -5.3% | -10.4% | +5.1% | +10.0% |
| 3M | +20.8% | -6.1% | +26.9% | +31.0% |
| 6M | -36.0% | +1.7% | -37.7% | -36.6% |
| YTD | -47.3% | +18.9% | -66.2% | -58.5% |
| 1Y | -48.4% | +16.1% | -64.6% | -58.0% |
| 3Y | -5.4% | +187.8% | -193.3% | -68.3% |
| All | -51.7% | +178.1% | -229.8% | -84.2% |
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