+2,628.3%
FAST vs TCOM
+2,694.8%
-66.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.6% | +0.9% |
| 7D | -0.4% | -9.5% | +9.2% | +1.1% |
| 30D | -0.8% | -10.7% | +9.9% | +0.8% |
| 3M | +5.8% | -14.6% | +20.4% | +7.8% |
| 6M | +8.0% | -19.3% | +27.3% | +10.9% |
| YTD | +25.6% | -42.9% | +68.6% | +35.2% |
| 1Y | +0.8% | -43.8% | +44.6% | +8.6% |
| 3Y | +86.1% | +2.1% | +84.0% | +78.0% |
| 5Y | +100.2% | +31.2% | +69.0% | +74.2% |
| 10Y | +494.2% | -13.9% | +508.1% | +425.1% |
| All | +2,628.3% | +2,694.8% | -66.4% | +1,304.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling