+105.3%
FAST vs TE
-79.6%
+184.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.5% | -3.3% | 0.0% |
| 7D | +2.1% | -12.6% | +14.7% | +2.5% |
| 30D | +6.9% | -36.7% | +43.6% | +8.7% |
| 3M | +4.8% | -57.5% | +62.3% | +8.2% |
| 6M | +19.8% | -55.2% | +75.0% | +21.6% |
| YTD | +34.9% | -64.7% | +99.6% | +37.0% |
| 1Y | +32.8% | -35.9% | +68.6% | +29.5% |
| 3Y | +93.7% | -31.8% | +125.5% | +74.1% |
| All | +105.3% | -79.6% | +184.9% | +99.0% |
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