+77.3%
FAST vs TEM
+90.1%
-12.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +8.0% | -7.8% | -0.2% |
| 7D | +2.1% | +5.3% | -3.2% | +1.8% |
| 30D | +6.9% | +8.1% | -1.2% | +6.4% |
| 3M | +4.8% | +64.9% | -60.1% | +1.7% |
| 6M | +19.8% | +42.1% | -22.4% | +16.6% |
| YTD | +34.9% | +28.8% | +6.1% | +31.6% |
| 1Y | +32.8% | +5.5% | +27.3% | +30.9% |
| All | +77.3% | +90.1% | -12.8% | +65.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling