+151.9%
FFIV vs TSLQ
-95.6%
+247.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +0.2% | +3.7% | +3.9% |
| 7D | +3.5% | -8.0% | +11.5% | +2.9% |
| 30D | -1.3% | -23.8% | +22.5% | -3.1% |
| 3M | +2.4% | -7.0% | +9.4% | +3.4% |
| 6M | +41.8% | -17.1% | +58.9% | +43.0% |
| YTD | +58.5% | +0.1% | +58.5% | +62.8% |
| 1Y | +24.3% | -51.2% | +75.5% | +22.4% |
| All | +151.9% | -95.6% | +247.5% | +132.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling