+98.7%
FAST vs TCOM
+26.7%
+72.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.9% | -1.5% | -0.7% |
| 7D | +4.2% | -1.8% | +5.9% | +4.2% |
| 30D | +6.7% | +12.1% | -5.4% | +6.1% |
| 3M | +8.0% | -3.2% | +11.2% | +8.2% |
| 6M | +27.4% | -16.6% | +44.1% | +28.6% |
| YTD | +40.5% | -39.4% | +79.9% | +44.1% |
| 1Y | +38.4% | -41.5% | +79.9% | +42.2% |
| 3Y | +98.7% | +24.4% | +74.3% | +100.0% |
| All | +98.7% | +26.7% | +72.0% | +100.0% |
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