+529.2%
FAST vs TCOM
+4.3%
+524.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | 0.0% |
| 7D | +2.1% | +12.1% | -10.0% | +0.9% |
| 30D | +6.9% | +16.5% | -9.6% | +5.1% |
| 3M | +4.8% | -4.0% | +8.9% | +5.2% |
| 6M | +19.8% | -18.5% | +38.3% | +22.1% |
| YTD | +34.9% | -38.3% | +73.2% | +41.2% |
| 1Y | +32.8% | -36.6% | +69.4% | +38.5% |
| 3Y | +93.7% | +31.1% | +62.6% | +81.8% |
| 5Y | +105.3% | +47.6% | +57.7% | +83.1% |
| All | +529.2% | +4.3% | +524.9% | +454.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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