-55.4%
TSLL vs JCI
+184.8%
-240.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +1.9% | -13.8% | -14.2% |
| 7D | +1.9% | +3.8% | -1.9% | -3.0% |
| 30D | +17.8% | -5.7% | +23.4% | +24.9% |
| 3M | -37.0% | -1.4% | -35.6% | -36.2% |
| 6M | -37.7% | +4.1% | -41.8% | -41.4% |
| YTD | -51.4% | +21.7% | -73.1% | -63.3% |
| 1Y | -23.4% | +36.1% | -59.5% | -50.5% |
| 3Y | -30.8% | +154.4% | -185.2% | -74.9% |
| All | -55.4% | +184.8% | -240.3% | -86.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling