-49.1%
TSLL vs FAST
+120.1%
-169.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | +1.7% | -8.0% | -7.8% |
| 7D | -9.4% | +3.4% | -12.9% | -12.2% |
| 30D | +1.6% | +5.5% | -3.9% | -3.4% |
| 3M | +29.4% | +7.6% | +21.8% | +20.9% |
| 6M | -20.1% | +19.8% | -40.0% | -33.1% |
| YTD | -44.5% | +35.5% | -80.0% | -59.7% |
| 1Y | -46.0% | +31.6% | -77.6% | -59.4% |
| 3Y | -4.3% | +91.0% | -95.3% | -52.8% |
| All | -49.1% | +120.1% | -169.3% | -79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling