-56.8%
TSLL vs RJF
+69.1%
-125.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -1.2% | +9.9% | +10.1% |
| 7D | -21.2% | +3.6% | -24.8% | -24.5% |
| 30D | -13.3% | +3.5% | -16.8% | -17.4% |
| 3M | +15.4% | -9.2% | +24.6% | +28.5% |
| 6M | -34.2% | +2.5% | -36.8% | -38.5% |
| YTD | -52.9% | +2.5% | -55.4% | -57.0% |
| 1Y | -54.3% | +2.3% | -56.7% | -58.3% |
| 3Y | -18.4% | +68.7% | -87.1% | -50.2% |
| All | -56.8% | +69.1% | -125.9% | -74.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling