+575.3%
FAST vs TAP
-49.3%
+624.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.5% | +4.7% | +1.4% |
| 7D | +2.1% | +0.5% | +1.6% | +1.8% |
| 30D | +6.9% | +9.1% | -2.3% | +3.9% |
| 3M | +4.8% | -3.8% | +8.6% | +5.5% |
| 6M | +19.8% | -3.4% | +23.2% | +20.2% |
| YTD | +34.9% | -10.6% | +45.5% | +37.9% |
| 1Y | +32.8% | -4.4% | +37.2% | +32.8% |
| 3Y | +93.7% | -24.4% | +118.1% | +105.0% |
| 5Y | +105.3% | +2.1% | +103.2% | +93.2% |
| All | +575.3% | -49.3% | +624.6% | +522.1% |
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