+548.6%
FAST vs TCOM
+7.7%
+540.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.3% |
| 7D | +4.3% | +2.2% | +2.1% | +4.0% |
| 30D | +8.3% | +12.5% | -4.2% | +6.9% |
| 3M | +6.5% | -5.6% | +12.1% | +7.0% |
| 6M | +29.5% | -16.5% | +46.0% | +31.6% |
| YTD | +41.3% | -39.4% | +80.6% | +48.1% |
| 1Y | +37.4% | -41.0% | +78.4% | +44.5% |
| 3Y | +98.5% | +29.2% | +69.3% | +86.5% |
| 5Y | +111.1% | +41.6% | +69.5% | +89.4% |
| 10Y | +548.6% | +6.6% | +541.9% | +468.5% |
| All | +548.6% | +7.7% | +540.9% | +468.5% |
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