-18.4%
TSLL vs JD
+16.8%
-35.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +1.6% | +7.0% | +8.0% |
| 7D | -21.2% | +13.4% | -34.6% | -25.5% |
| 30D | -13.3% | +7.7% | -21.0% | -16.4% |
| 3M | +15.4% | -11.3% | +26.7% | +20.1% |
| 6M | -34.2% | -5.1% | -29.1% | -34.0% |
| YTD | -52.9% | +5.0% | -57.9% | -54.7% |
| 1Y | -54.3% | -5.6% | -48.7% | -54.0% |
| 3Y | -18.4% | +17.8% | -36.1% | -23.0% |
| All | -18.4% | +16.8% | -35.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling