+533.3%
FAST vs TFC
+79.2%
+454.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -1.0% |
| 7D | +4.2% | +2.3% | +1.9% | +3.4% |
| 30D | +6.7% | +10.8% | -4.1% | +3.2% |
| 3M | +8.0% | -3.8% | +11.8% | +9.2% |
| 6M | +27.4% | +9.6% | +17.8% | +23.2% |
| YTD | +40.5% | +5.8% | +34.7% | +37.4% |
| 1Y | +38.4% | +16.2% | +22.2% | +31.3% |
| 3Y | +98.7% | +96.0% | +2.7% | +57.4% |
| 5Y | +106.7% | +1.7% | +105.0% | +97.4% |
| All | +533.3% | +79.2% | +454.1% | +375.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling