+37.4%
FAST vs TEM
+10.9%
+26.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.2% |
| 7D | +4.3% | +5.1% | -0.8% | +4.2% |
| 30D | +8.3% | +16.8% | -8.5% | +8.0% |
| 3M | +6.5% | +42.6% | -36.2% | +5.6% |
| 6M | +29.5% | +63.9% | -34.4% | +27.6% |
| YTD | +41.3% | +34.5% | +6.7% | +40.5% |
| 1Y | +37.4% | +11.0% | +26.4% | +38.1% |
| All | +37.4% | +10.9% | +26.5% | +38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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