-55.4%
TSLL vs FFIV
+129.3%
-184.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -0.4% | -11.4% | -11.4% |
| 7D | +1.9% | -1.0% | +2.8% | +3.4% |
| 30D | +17.8% | -5.1% | +22.8% | +23.7% |
| 3M | -37.0% | -4.5% | -32.6% | -32.4% |
| 6M | -37.7% | +36.5% | -74.1% | -55.2% |
| YTD | -51.4% | +53.0% | -104.3% | -69.7% |
| 1Y | -23.4% | +24.2% | -47.6% | -41.2% |
| 3Y | -30.8% | +137.2% | -168.0% | -72.3% |
| All | -55.4% | +129.3% | -184.7% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling