+548.6%
FAST vs TAP
-47.8%
+596.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.4% |
| 7D | +4.3% | -8.0% | +12.3% | +6.8% |
| 30D | +8.3% | +4.1% | +4.3% | +6.8% |
| 3M | +6.5% | -4.4% | +10.8% | +7.3% |
| 6M | +29.5% | -1.9% | +31.5% | +29.3% |
| YTD | +41.3% | -12.1% | +53.3% | +45.1% |
| 1Y | +37.4% | -12.0% | +49.4% | +40.9% |
| 3Y | +98.5% | -25.0% | +123.6% | +110.7% |
| 5Y | +111.1% | -1.1% | +112.2% | +100.3% |
| 10Y | +548.6% | -47.6% | +596.2% | +540.8% |
| All | +548.6% | -47.8% | +596.4% | +540.8% |
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