-48.9%
TSLL vs FFIV
+28.8%
-77.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | +2.2% | +8.7% | +9.4% |
| 7D | -14.3% | -2.1% | -12.2% | -12.2% |
| 30D | -6.2% | -33.8% | +27.6% | +21.4% |
| 3M | +21.2% | -20.6% | +41.8% | +35.0% |
| 6M | -36.6% | -10.2% | -26.3% | -32.1% |
| YTD | -47.8% | +24.5% | -72.2% | -53.2% |
| All | -48.9% | +28.8% | -77.7% | -55.4% |
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