+109.3%
FAST vs TAP
+2.3%
+107.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.2% | +4.2% | +3.2% |
| 7D | +3.8% | -7.8% | +11.7% | +5.7% |
| 30D | +8.1% | +7.1% | +0.9% | +6.1% |
| 3M | +5.8% | -7.0% | +12.8% | +7.2% |
| 6M | +24.9% | -3.8% | +28.7% | +25.3% |
| YTD | +38.9% | -11.7% | +50.6% | +41.8% |
| 1Y | +36.5% | -10.1% | +46.6% | +38.6% |
| 3Y | +98.1% | -23.7% | +121.8% | +107.4% |
| 5Y | +109.3% | +2.9% | +106.4% | +97.8% |
| All | +109.3% | +2.3% | +107.1% | +97.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling