+93.7%
FAST vs TSLQ
-96.3%
+190.1%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -8.4% | +8.6% | -0.1% |
| 7D | +2.1% | +19.7% | -17.6% | +2.9% |
| 30D | +6.9% | +4.1% | +2.8% | +7.2% |
| 3M | +4.8% | -30.9% | +35.7% | +3.8% |
| 6M | +19.8% | -13.6% | +33.4% | +20.3% |
| YTD | +34.9% | -2.6% | +37.5% | +36.7% |
| 1Y | +32.8% | -10.4% | +43.2% | +34.5% |
| 3Y | +93.7% | -96.4% | +190.1% | +83.1% |
| All | +93.7% | -96.3% | +190.1% | +83.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling