-44.0%
TSLL vs FFIV
+32.9%
-76.9%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.9% | +4.9% | +5.2% |
| 7D | +0.5% | -2.9% | +3.4% | +3.5% |
| 30D | +2.7% | -32.4% | +35.1% | +30.7% |
| 3M | +26.3% | -22.7% | +49.0% | +44.1% |
| 6M | -37.2% | -10.7% | -26.5% | -32.6% |
| YTD | -44.2% | +25.4% | -69.6% | -50.1% |
| 1Y | -44.0% | +34.2% | -78.1% | -50.9% |
| All | -44.0% | +32.9% | -76.9% | -50.9% |
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