+37.4%
FAST vs TFC
+15.8%
+21.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | +4.3% | -1.2% | +5.5% | +4.8% |
| 30D | +8.3% | +7.8% | +0.6% | +5.0% |
| 3M | +6.5% | -3.0% | +9.4% | +7.8% |
| 6M | +29.5% | +5.8% | +23.7% | +25.0% |
| YTD | +41.3% | +5.3% | +36.0% | +35.4% |
| 1Y | +37.4% | +15.7% | +21.7% | +23.0% |
| All | +37.4% | +15.8% | +21.6% | +23.0% |
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