-46.0%
TSLL vs FFIV
+33.5%
-79.5%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -6.1% |
| 7D | -9.4% | -9.8% | +0.4% | -3.8% |
| 30D | +1.6% | -28.1% | +29.7% | +22.3% |
| 3M | +29.4% | -20.0% | +49.4% | +42.6% |
| 6M | -20.1% | -0.1% | -20.1% | -20.2% |
| YTD | -44.5% | +29.2% | -73.7% | -51.8% |
| 1Y | -46.0% | +36.6% | -82.6% | -54.2% |
| All | -46.0% | +33.5% | -79.5% | -54.2% |
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