+524.1%
FAST vs TCOM
-12.7%
+536.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.8% |
| 7D | +1.8% | -10.2% | +12.0% | +2.9% |
| 30D | -6.4% | -16.8% | +10.4% | -4.6% |
| 3M | +5.3% | -16.7% | +22.0% | +7.1% |
| 6M | +5.4% | -27.1% | +32.5% | +8.7% |
| YTD | +23.6% | -45.5% | +69.1% | +31.2% |
| 1Y | +4.1% | -45.9% | +49.9% | +10.4% |
| 3Y | +92.4% | +9.8% | +82.6% | +84.0% |
| 5Y | +106.1% | +23.8% | +82.3% | +87.7% |
| 10Y | +524.1% | -10.8% | +534.9% | +461.6% |
| All | +524.1% | -12.7% | +536.8% | +461.6% |
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