+35.5%
FAST vs TEM
+6.2%
+29.3%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +0.6% |
| 7D | +4.8% | +3.5% | +1.3% | +4.7% |
| 30D | +8.6% | +13.5% | -4.9% | +8.4% |
| 3M | +5.7% | +46.3% | -40.6% | +4.7% |
| 6M | +25.5% | +61.5% | -36.1% | +23.8% |
| YTD | +39.6% | +36.4% | +3.2% | +38.8% |
| 1Y | +35.5% | +12.2% | +23.3% | +36.1% |
| All | +35.5% | +6.2% | +29.3% | +36.1% |
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