-35.3%
TSLL vs FAST
+86.1%
-121.4%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | +0.8% | -12.6% | -12.4% |
| 7D | +1.9% | -0.4% | +2.3% | +2.2% |
| 30D | +17.8% | -0.8% | +18.5% | +18.4% |
| 3M | -37.0% | +5.8% | -42.8% | -40.2% |
| 6M | -37.7% | +8.0% | -45.7% | -42.3% |
| YTD | -51.4% | +25.6% | -77.0% | -61.1% |
| 1Y | -23.4% | +0.8% | -24.2% | -25.5% |
| All | -35.3% | +86.1% | -121.4% | -60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling