-23.4%
TSLL vs RJF
+7.8%
-31.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.6% | -10.3% | -11.1% |
| 7D | +1.9% | -0.6% | +2.5% | +2.3% |
| 30D | +17.8% | -1.3% | +19.0% | +18.4% |
| 3M | -37.0% | +18.9% | -55.9% | -40.9% |
| 6M | -37.7% | +15.0% | -52.7% | -41.1% |
| YTD | -51.4% | +12.2% | -63.6% | -54.4% |
| 1Y | -23.4% | +5.6% | -29.0% | -27.9% |
| All | -23.4% | +7.8% | -31.2% | -27.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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