+141.9%
FFIV vs TLN
+476.4%
-334.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.8% | -4.2% | -0.9% |
| 7D | -1.0% | +7.1% | -8.0% | -1.9% |
| 30D | -5.1% | -3.9% | -1.2% | -4.7% |
| 3M | -4.5% | -16.2% | +11.7% | -2.7% |
| 6M | +36.5% | -5.8% | +42.3% | +35.6% |
| YTD | +53.0% | -15.4% | +68.4% | +53.9% |
| 1Y | +24.2% | -16.7% | +40.9% | +24.7% |
| All | +141.9% | +476.4% | -334.5% | +78.6% |
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