-56.8%
TSLL vs FFIV
+82.5%
-139.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | -0.3% | +8.9% | +8.9% |
| 7D | -21.2% | -8.1% | -13.1% | -13.8% |
| 30D | -13.3% | -33.4% | +20.1% | +24.9% |
| 3M | +15.4% | -24.7% | +40.1% | +44.8% |
| 6M | -34.2% | -8.8% | -25.4% | -31.0% |
| YTD | -52.9% | +21.8% | -74.7% | -65.1% |
| 1Y | -54.3% | +25.3% | -79.6% | -67.5% |
| 3Y | -18.4% | +101.2% | -119.5% | -63.7% |
| All | -56.8% | +82.5% | -139.4% | -79.0% |
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