-18.4%
TSLL vs RJF
+67.0%
-85.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.9% | +10.4% |
| 7D | -21.2% | +3.6% | -24.8% | -25.1% |
| 30D | -13.3% | +3.5% | -16.8% | -18.1% |
| 3M | +15.4% | -9.2% | +24.6% | +31.1% |
| 6M | -34.2% | +2.5% | -36.8% | -39.6% |
| YTD | -52.9% | +2.5% | -55.4% | -58.6% |
| 1Y | -54.3% | +2.3% | -56.7% | -59.9% |
| 3Y | -18.4% | +68.7% | -87.1% | -54.3% |
| All | -18.4% | +67.0% | -85.4% | -54.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling