+223.7%
FAST vs TE
-53.0%
+276.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.6% | +0.7% |
| 7D | -0.4% | -4.0% | +3.6% | -0.2% |
| 30D | -0.8% | -15.9% | +15.1% | -0.2% |
| 3M | +5.8% | -60.5% | +66.3% | +9.2% |
| 6M | +8.0% | -35.2% | +43.2% | +8.1% |
| YTD | +25.6% | -31.1% | +56.8% | +24.6% |
| 1Y | +0.8% | +148.6% | -147.8% | -8.6% |
| 3Y | +86.1% | -26.4% | +112.5% | +72.0% |
| 5Y | +100.2% | -48.0% | +148.2% | +87.6% |
| All | +223.7% | -53.0% | +276.7% | +247.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling