-60.3%
TSLL vs FAST
+118.9%
-179.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.6% | -21.3% | -21.4% |
| 7D | -28.9% | +0.7% | -29.6% | -29.3% |
| 30D | -21.4% | +4.6% | -26.1% | -24.6% |
| 3M | +5.0% | +6.4% | -1.4% | -0.7% |
| 6M | -36.6% | +20.6% | -57.2% | -47.2% |
| YTD | -56.6% | +34.7% | -91.3% | -68.3% |
| 1Y | -60.9% | +29.7% | -90.5% | -70.1% |
| 3Y | -25.2% | +89.9% | -115.2% | -62.9% |
| All | -60.3% | +118.9% | -179.1% | -83.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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