+69,298.0%
FAST vs TAP
+825.0%
+68,473.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | -0.4% | -2.3% | +2.0% | +0.1% |
| 30D | -0.8% | -2.1% | +1.4% | -0.4% |
| 3M | +5.8% | +6.6% | -0.9% | +4.2% |
| 6M | +8.0% | -11.5% | +19.5% | +10.4% |
| YTD | +25.6% | -10.3% | +35.9% | +27.9% |
| 1Y | +0.8% | -14.4% | +15.2% | +3.4% |
| 3Y | +86.1% | -28.3% | +114.4% | +96.1% |
| 5Y | +100.2% | +1.7% | +98.5% | +94.5% |
| 10Y | +494.2% | -49.2% | +543.4% | +536.8% |
| All | +69,298.0% | +825.0% | +68,473.0% | +51,001.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling