-36.6%
TSLL vs FAST
+18.8%
-55.4%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.9% | -0.6% | -21.3% | -21.7% |
| 7D | -28.9% | +0.7% | -29.6% | -28.9% |
| 30D | -21.4% | +4.6% | -26.1% | -22.3% |
| 3M | +5.0% | +6.4% | -1.4% | +2.8% |
| 6M | -36.6% | +20.6% | -57.2% | -38.6% |
| All | -36.6% | +18.8% | -55.4% | -38.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling