+37.4%
FAST vs TE
-51.6%
+89.0%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.9% | -1.7% | +1.2% |
| 7D | +4.3% | -22.0% | +26.3% | +4.2% |
| 30D | +8.3% | -33.6% | +42.0% | +8.3% |
| 3M | +6.5% | -61.1% | +67.5% | +6.6% |
| 6M | +29.5% | -64.7% | +94.2% | +30.3% |
| YTD | +41.3% | -68.1% | +109.4% | +42.2% |
| 1Y | +37.4% | -51.7% | +89.1% | +38.2% |
| All | +37.4% | -51.6% | +89.0% | +38.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 1y: compounded portfolio wealth divided by compounded TE 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…
1y analysis · Full analysis span regression · 6 months rolling