+85.8%
FAST vs TEM
+89.7%
-3.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.5% | +4.6% | +0.3% |
| 7D | +5.0% | +7.8% | -2.7% | +4.6% |
| 30D | +8.6% | +11.2% | -2.7% | +7.9% |
| 3M | +6.9% | +39.0% | -32.1% | +4.6% |
| 6M | +29.6% | +61.6% | -32.1% | +25.3% |
| YTD | +41.4% | +28.5% | +12.9% | +37.9% |
| 1Y | +38.5% | +6.7% | +31.8% | +36.4% |
| All | +85.8% | +89.7% | -3.9% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling