+116.5%
FFIV vs TLN
+683.0%
-566.5%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +7.2% | -5.0% | +1.2% |
| 7D | -2.1% | +9.1% | -11.1% | -3.4% |
| 30D | -33.8% | -4.1% | -29.7% | -33.5% |
| 3M | -20.6% | +4.4% | -25.0% | -21.5% |
| 6M | -10.2% | -6.0% | -4.2% | -10.4% |
| YTD | +24.5% | -3.1% | +27.6% | +22.5% |
| 1Y | +29.3% | -6.1% | +35.4% | +27.5% |
| 3Y | +103.8% | +575.3% | -471.5% | +44.4% |
| All | +116.5% | +683.0% | -566.5% | +54.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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