+157.2%
FAST vs TSLQ
-97.6%
+254.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -11.1% | +14.1% | +2.4% |
| 7D | +3.8% | +8.5% | -4.6% | +4.4% |
| 30D | +8.1% | -4.8% | +12.9% | +8.1% |
| 3M | +5.8% | -34.9% | +40.7% | +4.2% |
| 6M | +24.9% | -10.6% | +35.5% | +25.9% |
| YTD | +38.9% | -13.4% | +52.3% | +40.6% |
| 1Y | +36.5% | -25.9% | +62.4% | +37.5% |
| 3Y | +98.1% | -96.9% | +195.1% | +78.2% |
| All | +157.2% | -97.6% | +254.9% | +142.4% |
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