-60.3%
TSLL vs JD
-45.6%
-14.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | +3.3% | -25.2% | -23.2% |
| 7D | -28.9% | +11.7% | -40.6% | -32.4% |
| 30D | -21.4% | +8.1% | -29.5% | -24.4% |
| 3M | +5.0% | -12.0% | +17.0% | +9.3% |
| 6M | -36.6% | -3.5% | -33.1% | -36.9% |
| YTD | -56.6% | +3.3% | -60.0% | -58.0% |
| 1Y | -60.9% | -7.4% | -53.4% | -60.3% |
| 3Y | -25.2% | +16.6% | -41.8% | -33.3% |
| All | -60.3% | -45.6% | -14.6% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling