+34.8%
FAST vs TFC
+16.9%
+17.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.2% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +8.1% | +9.2% | -1.1% | +4.2% |
| 3M | +5.8% | -2.9% | +8.7% | +7.1% |
| 6M | +24.9% | +3.5% | +21.4% | +22.2% |
| YTD | +38.9% | +5.4% | +33.5% | +33.1% |
| All | +34.8% | +16.9% | +17.9% | +19.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling