-20.8%
TSLL vs RJF
+8.4%
-29.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | -1.0% | +8.8% | +8.4% |
| 7D | +5.8% | +1.8% | +4.0% | +5.2% |
| 30D | +21.7% | 0.0% | +21.7% | +21.8% |
| 3M | -28.2% | +18.0% | -46.2% | -32.9% |
| 6M | -29.5% | +17.0% | -46.4% | -34.4% |
| YTD | -47.5% | +11.1% | -58.7% | -51.2% |
| 1Y | -20.8% | +8.0% | -28.7% | -23.7% |
| All | -20.8% | +8.4% | -29.2% | -23.7% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling