-49.1%
TSLL vs JD
-47.0%
-2.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.3% |
| 7D | +17.8% | -4.1% | +22.0% | +19.6% |
| 30D | +8.2% | +4.6% | +3.6% | +5.3% |
| 3M | +20.9% | -4.7% | +25.6% | +21.9% |
| 6M | -37.5% | -17.4% | -20.1% | -33.5% |
| YTD | -44.5% | +0.7% | -45.2% | -45.8% |
| 1Y | -33.0% | -5.9% | -27.1% | -32.7% |
| 3Y | -6.4% | +18.9% | -25.2% | -17.4% |
| All | -49.1% | -47.0% | -2.1% | -38.7% |
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