+4.7%
FAST vs TSLQ
-49.0%
+53.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.0% | +7.5% | -0.6% |
| 7D | +1.3% | -8.6% | +9.9% | +1.2% |
| 30D | -4.7% | -24.9% | +20.1% | -5.0% |
| 3M | +7.9% | -1.5% | +9.5% | +8.3% |
| 6M | +7.4% | -18.1% | +25.5% | +7.7% |
| YTD | +25.1% | -0.1% | +25.2% | +25.2% |
| 1Y | +4.7% | -51.4% | +56.1% | +9.0% |
| All | +4.7% | -49.0% | +53.7% | +9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling