+93.4%
FAST vs TFC
+84.5%
+8.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.0% | +1.4% | +0.1% |
| 7D | +0.7% | +1.1% | -0.4% | +0.3% |
| 30D | +4.6% | +7.8% | -3.1% | +1.8% |
| 3M | +6.4% | -4.8% | +11.1% | +8.1% |
| 6M | +20.6% | +1.8% | +18.8% | +19.3% |
| YTD | +34.7% | +4.4% | +30.3% | +32.0% |
| 1Y | +29.7% | +18.0% | +11.7% | +21.9% |
| All | +93.4% | +84.5% | +8.9% | +64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling