-51.7%
TSLL vs FFIV
+86.3%
-138.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.1% |
| 7D | -11.0% | -4.2% | -6.8% | -6.0% |
| 30D | -5.3% | -33.9% | +28.6% | +37.9% |
| 3M | +20.8% | -22.6% | +43.4% | +48.1% |
| 6M | -36.0% | -10.4% | -25.6% | -31.6% |
| YTD | -47.3% | +24.3% | -71.6% | -61.7% |
| 1Y | -48.4% | +31.8% | -80.2% | -65.1% |
| 3Y | -5.4% | +99.5% | -104.9% | -57.4% |
| All | -51.7% | +86.3% | -138.0% | -77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling