+131.6%
FAST vs TSLQ
-97.3%
+228.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -8.0% | +7.5% | -0.8% |
| 7D | +1.3% | -8.6% | +9.9% | +0.9% |
| 30D | -4.7% | -24.9% | +20.1% | -5.9% |
| 3M | +7.9% | -1.5% | +9.5% | +8.7% |
| 6M | +7.4% | -18.1% | +25.5% | +7.8% |
| YTD | +25.1% | -0.1% | +25.2% | +27.1% |
| 1Y | +4.7% | -51.4% | +56.1% | +2.9% |
| 3Y | +94.7% | -95.9% | +190.6% | +79.5% |
| All | +131.6% | -97.3% | +228.9% | +119.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling