+113.4%
FFIV vs TSLQ
-97.8%
+211.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +3.7% | -6.4% | -2.3% |
| 7D | -0.5% | -16.8% | +16.3% | -2.2% |
| 30D | -32.4% | -18.0% | -14.4% | -33.2% |
| 3M | -25.7% | -34.5% | +8.8% | -27.5% |
| 6M | -13.5% | -8.9% | -4.6% | -11.8% |
| YTD | +21.1% | -19.0% | +40.1% | +23.5% |
| 1Y | +29.4% | -38.2% | +67.6% | +29.4% |
| 3Y | +94.9% | -96.9% | +191.8% | +69.2% |
| All | +113.4% | -97.8% | +211.2% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 TSLQ 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