-23.4%
TSLL vs FFIV
+25.9%
-49.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.6% |
| 7D | +1.9% | -1.0% | +2.8% | +2.9% |
| 30D | +17.8% | -5.1% | +22.8% | +21.4% |
| 3M | -37.0% | -4.5% | -32.6% | -34.4% |
| 6M | -37.7% | +36.5% | -74.1% | -43.9% |
| YTD | -51.4% | +53.0% | -104.3% | -57.8% |
| 1Y | -23.4% | +24.2% | -47.6% | -22.7% |
| All | -23.4% | +25.9% | -49.3% | -22.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 1y: compounded portfolio wealth divided by compounded FFIV 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…
1y analysis · Full analysis span regression · 6 months rolling