-51.7%
TSLL vs RJF
+75.2%
-126.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -11.0% | +4.0% | -15.0% | -14.9% |
| 30D | -5.3% | +6.1% | -11.4% | -12.1% |
| 3M | +20.8% | -5.8% | +26.6% | +29.2% |
| 6M | -36.0% | +9.7% | -45.7% | -44.6% |
| YTD | -47.3% | +6.2% | -53.5% | -53.8% |
| 1Y | -48.4% | +5.3% | -53.7% | -54.2% |
| 3Y | -5.4% | +74.4% | -79.9% | -44.5% |
| All | -51.7% | +75.2% | -126.9% | -72.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling