+101.2%
FFIV vs TLN
+538.9%
-437.8%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.1% | -7.4% | -1.3% |
| 7D | -8.1% | -1.3% | -6.8% | -8.0% |
| 30D | -33.4% | -10.5% | -22.9% | -32.4% |
| 3M | -24.7% | +0.1% | -24.8% | -25.1% |
| 6M | -8.8% | -17.4% | +8.6% | -7.3% |
| YTD | +21.8% | -9.7% | +31.4% | +21.1% |
| 1Y | +25.3% | -12.3% | +37.5% | +24.8% |
| 3Y | +101.2% | +528.3% | -427.1% | +45.8% |
| All | +101.2% | +538.9% | -437.8% | +45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling