+105.3%
FAST vs TE
-82.5%
+187.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.0% | +2.4% | -0.5% |
| 7D | +4.2% | -19.1% | +23.2% | +5.0% |
| 30D | +6.7% | -34.1% | +40.8% | +8.2% |
| 3M | +8.0% | -60.1% | +68.2% | +11.7% |
| 6M | +27.4% | -66.0% | +93.4% | +31.0% |
| YTD | +40.5% | -71.4% | +111.9% | +43.9% |
| 1Y | +38.4% | -45.3% | +83.6% | +35.8% |
| 3Y | +98.7% | +9.1% | +89.5% | +71.7% |
| All | +105.3% | -82.5% | +187.8% | +101.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling