+119.3%
FFIV vs TSLQ
-97.9%
+217.1%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -1.1% |
| 7D | +1.9% | -26.6% | +28.5% | -0.9% |
| 30D | -33.3% | -17.5% | -15.8% | -34.0% |
| 3M | -24.9% | -41.7% | +16.8% | -27.5% |
| 6M | -10.5% | -16.9% | +6.4% | -9.5% |
| YTD | +24.4% | -21.9% | +46.4% | +26.5% |
| 1Y | +32.3% | -32.5% | +64.8% | +33.3% |
| 3Y | +99.7% | -97.2% | +196.9% | +71.6% |
| All | +119.3% | -97.9% | +217.1% | +94.2% |
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