-47.2%
TSLL vs FFIV
+86.5%
-133.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +4.1% |
| 7D | +33.0% | +1.9% | +31.1% | +30.7% |
| 30D | +7.7% | -33.3% | +41.0% | +55.4% |
| 3M | +34.7% | -24.9% | +59.6% | +70.8% |
| 6M | -31.5% | -10.5% | -21.0% | -26.7% |
| YTD | -42.4% | +24.4% | -66.8% | -58.1% |
| 1Y | -39.7% | +32.3% | -71.9% | -59.4% |
| 3Y | +3.4% | +99.7% | -96.3% | -53.5% |
| All | -47.2% | +86.5% | -133.7% | -74.8% |
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