-51.7%
TSLL vs FAST
+126.9%
-178.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.5% |
| 7D | -11.0% | +4.8% | -15.8% | -14.4% |
| 30D | -5.3% | +8.6% | -13.9% | -11.9% |
| 3M | +20.8% | +5.7% | +15.1% | +15.0% |
| 6M | -36.0% | +25.5% | -61.5% | -48.4% |
| YTD | -47.3% | +39.6% | -86.9% | -62.6% |
| 1Y | -48.4% | +35.5% | -83.9% | -62.2% |
| 3Y | -5.4% | +96.2% | -101.6% | -54.3% |
| All | -51.7% | +126.9% | -178.6% | -80.6% |
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