+169.6%
FFIV vs TSLQ
-97.0%
+266.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +12.0% | -12.4% | +0.7% |
| 7D | -1.0% | -5.8% | +4.8% | -1.3% |
| 30D | -5.1% | -22.1% | +17.0% | -6.8% |
| 3M | -4.5% | +10.1% | -14.5% | -1.9% |
| 6M | +36.5% | -6.8% | +43.2% | +39.2% |
| YTD | +53.0% | +8.5% | +44.4% | +58.8% |
| 1Y | +24.2% | -49.7% | +73.9% | +22.2% |
| 3Y | +137.2% | -95.6% | +232.8% | +112.3% |
| All | +169.6% | -97.0% | +266.6% | +143.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling