+161.6%
FAST vs TSLQ
-97.8%
+259.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -5.8% | +7.0% | +0.9% |
| 7D | +4.3% | -7.3% | +11.6% | +4.1% |
| 30D | +8.3% | -13.2% | +21.5% | +7.9% |
| 3M | +6.5% | -37.6% | +44.1% | +4.6% |
| 6M | +29.5% | -9.3% | +38.8% | +30.7% |
| YTD | +41.3% | -19.1% | +60.3% | +42.6% |
| 1Y | +37.4% | -27.2% | +64.6% | +38.3% |
| 3Y | +98.5% | -97.1% | +195.6% | +78.5% |
| All | +161.6% | -97.8% | +259.4% | +145.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLQ.
Daily Out/Under-Performance
Portfolio return minus TSLQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLQ 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 10y: compounded portfolio wealth divided by compounded TSLQ 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…
10y analysis · Full analysis span regression · 6 months rolling