+69,298.0%
FAST vs TFC
+2,596.5%
+66,701.6%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -0.4% | +2.4% | -2.8% | -1.3% |
| 30D | -0.8% | -1.3% | +0.5% | -0.4% |
| 3M | +5.8% | +6.1% | -0.3% | +3.3% |
| 6M | +8.0% | +7.3% | +0.6% | +4.8% |
| YTD | +25.6% | +8.2% | +17.4% | +21.6% |
| 1Y | +0.8% | +14.4% | -13.6% | -4.6% |
| 3Y | +86.1% | +93.7% | -7.6% | +41.9% |
| 5Y | +100.2% | +16.4% | +83.8% | +76.7% |
| 10Y | +494.2% | +101.6% | +392.6% | +292.5% |
| All | +69,298.0% | +2,596.5% | +66,701.6% | +22,561.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling