+93.7%
FAST vs TCOM
+30.2%
+63.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.1% |
| 7D | +2.1% | +12.1% | -10.0% | +1.5% |
| 30D | +6.9% | +16.5% | -9.6% | +6.1% |
| 3M | +4.8% | -4.0% | +8.9% | +5.0% |
| 6M | +19.8% | -18.5% | +38.3% | +21.1% |
| YTD | +34.9% | -38.3% | +73.2% | +38.2% |
| 1Y | +32.8% | -36.6% | +69.4% | +35.8% |
| 3Y | +93.7% | +31.1% | +62.6% | +95.5% |
| All | +93.7% | +30.2% | +63.5% | +95.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling