+132.6%
FAST vs TSLQ
-97.0%
+229.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +12.0% | -11.2% | +1.3% |
| 7D | -0.4% | -5.8% | +5.4% | -0.5% |
| 30D | -0.8% | -22.1% | +21.3% | -1.8% |
| 3M | +5.8% | +10.1% | -4.3% | +7.2% |
| 6M | +8.0% | -6.8% | +14.8% | +9.0% |
| YTD | +25.6% | +8.5% | +17.1% | +28.1% |
| 1Y | +0.8% | -49.7% | +50.5% | -0.8% |
| 3Y | +86.1% | -95.6% | +181.7% | +71.9% |
| All | +132.6% | -97.0% | +229.7% | +120.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling