+29.4%
TSLL vs JD
-15.4%
+44.8%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +3.0% | -9.4% | -4.4% |
| 7D | -9.4% | +9.0% | -18.4% | -4.7% |
| 30D | +1.6% | +5.2% | -3.6% | +4.5% |
| 3M | +29.4% | -15.9% | +45.3% | +21.8% |
| All | +29.4% | -15.4% | +44.8% | +21.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling