+547.9%
FAST vs TECH
+204.1%
+343.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +3.8% | +0.2% | +3.6% | +3.8% |
| 30D | +8.1% | +0.5% | +7.6% | +7.9% |
| 3M | +5.8% | +0.9% | +4.9% | +5.6% |
| 6M | +24.9% | +51.0% | -26.2% | +11.6% |
| YTD | +38.9% | +24.4% | +14.5% | +28.8% |
| 1Y | +36.5% | +27.6% | +8.9% | +25.4% |
| 3Y | +98.1% | +29.9% | +68.2% | +71.9% |
| 5Y | +109.3% | -40.6% | +150.0% | +128.1% |
| 10Y | +547.9% | +196.7% | +351.2% | +292.2% |
| All | +547.9% | +204.1% | +343.8% | +292.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 10y: compounded portfolio wealth divided by compounded TECH 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…
10y analysis · Full analysis span regression · 6 months rolling