-24.9%
TSLL vs FFIV
+102.8%
-127.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -5.5% | -16.4% | -16.7% |
| 7D | -28.9% | -14.2% | -14.7% | -17.5% |
| 30D | -21.4% | -33.6% | +12.2% | +12.3% |
| 3M | +5.0% | -24.2% | +29.2% | +29.4% |
| 6M | -36.6% | -8.3% | -28.3% | -34.2% |
| YTD | -56.6% | +22.1% | -78.8% | -68.1% |
| 1Y | -60.9% | +26.5% | -87.3% | -72.5% |
| All | -24.9% | +102.8% | -127.7% | -66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling