-39.7%
TSLL vs RJF
+3.4%
-43.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +33.0% | +1.5% | +31.5% | +32.0% |
| 30D | +7.7% | +6.7% | +1.0% | +4.9% |
| 3M | +34.7% | -7.3% | +42.1% | +40.9% |
| 6M | -31.5% | +9.8% | -41.3% | -33.4% |
| YTD | -42.4% | +5.6% | -48.0% | -46.6% |
| 1Y | -39.7% | +2.3% | -42.0% | -40.8% |
| All | -39.7% | +3.4% | -43.1% | -40.8% |
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