+34.8%
FAST vs TEM
+11.3%
+23.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +11.0% | -8.1% | +2.8% |
| 7D | +3.8% | +7.6% | -3.8% | +3.7% |
| 30D | +8.1% | +19.0% | -11.0% | +7.8% |
| 3M | +5.8% | +62.2% | -56.4% | +4.6% |
| 6M | +24.9% | +69.4% | -44.5% | +23.0% |
| YTD | +38.9% | +43.0% | -4.1% | +38.0% |
| All | +34.8% | +11.3% | +23.5% | +35.3% |
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