+507.7%
FAST vs TGT
+212.5%
+295.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TGT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.6% | -0.2% |
| 7D | +1.3% | -0.6% | +1.9% | +1.5% |
| 30D | -4.7% | +9.5% | -14.3% | -7.2% |
| 3M | +7.9% | +32.3% | -24.3% | -0.5% |
| 6M | +7.4% | +37.0% | -29.6% | -2.0% |
| YTD | +25.1% | +71.0% | -46.0% | +7.1% |
| 1Y | +4.7% | +85.0% | -80.3% | -12.5% |
| 3Y | +94.7% | +46.8% | +47.9% | +65.0% |
| 5Y | +106.8% | -22.7% | +129.5% | +109.2% |
| 10Y | +507.7% | +216.3% | +291.4% | +282.2% |
| All | +507.7% | +212.5% | +295.2% | +282.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TGT.
Daily Out/Under-Performance
Portfolio return minus TGT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TGT 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 10y: compounded portfolio wealth divided by compounded TGT 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…
10y analysis · Full analysis span regression · 6 months rolling