-46.0%
TSLL vs JD
-9.8%
-36.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.0% | -9.4% | -7.2% |
| 7D | -9.4% | +9.0% | -18.4% | -12.0% |
| 30D | +1.6% | +5.2% | -3.6% | -0.4% |
| 3M | +29.4% | -15.9% | +45.3% | +39.3% |
| 6M | -20.1% | -7.7% | -12.5% | -19.1% |
| YTD | -44.5% | +0.1% | -44.6% | -45.0% |
| 1Y | -46.0% | -9.7% | -36.3% | -42.5% |
| All | -46.0% | -9.8% | -36.2% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 1y: compounded portfolio wealth divided by compounded JD 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…
1y analysis · Full analysis span regression · 6 months rolling