+531.8%
FAST vs TAP
-48.8%
+580.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.2% | +0.4% |
| 7D | +4.8% | -4.5% | +9.3% | +6.1% |
| 30D | +8.6% | +7.5% | +1.1% | +6.1% |
| 3M | +5.7% | -4.9% | +10.6% | +6.7% |
| 6M | +25.5% | -3.5% | +29.0% | +25.9% |
| YTD | +39.6% | -11.4% | +51.0% | +43.1% |
| 1Y | +35.5% | -10.8% | +46.3% | +38.4% |
| 3Y | +96.2% | -24.5% | +120.7% | +107.8% |
| 5Y | +110.2% | +2.5% | +107.8% | +97.2% |
| 10Y | +531.8% | -47.6% | +579.4% | +523.6% |
| All | +531.8% | -48.8% | +580.7% | +523.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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