-39.7%
TSLL vs FFIV
+32.1%
-71.8%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.7% | +4.1% | +3.9% |
| 7D | +33.0% | +1.9% | +31.1% | +31.4% |
| 30D | +7.7% | -33.3% | +41.0% | +38.5% |
| 3M | +34.7% | -24.9% | +59.6% | +57.4% |
| 6M | -31.5% | -10.5% | -21.0% | -26.6% |
| YTD | -42.4% | +24.4% | -66.8% | -48.2% |
| 1Y | -39.7% | +32.3% | -71.9% | -46.5% |
| All | -39.7% | +32.1% | -71.8% | -46.5% |
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