+98.1%
FAST vs TFC
+91.2%
+6.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +1.9% | +1.1% | +2.3% |
| 7D | +3.8% | +0.3% | +3.5% | +3.7% |
| 30D | +8.1% | +9.2% | -1.1% | +4.7% |
| 3M | +5.8% | -2.9% | +8.7% | +6.8% |
| 6M | +24.9% | +3.5% | +21.4% | +22.8% |
| YTD | +38.9% | +5.4% | +33.5% | +35.7% |
| 1Y | +36.5% | +17.3% | +19.2% | +28.5% |
| 3Y | +98.1% | +96.7% | +1.5% | +67.0% |
| All | +98.1% | +91.2% | +6.9% | +67.0% |
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