+118.0%
FAST vs TLN
+733.8%
-615.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.1% |
| 7D | +5.0% | +22.3% | -17.3% | +4.7% |
| 30D | +8.6% | +1.2% | +7.4% | +8.5% |
| 3M | +6.9% | +5.9% | +1.0% | +6.7% |
| 6M | +29.6% | +3.2% | +26.4% | +29.3% |
| YTD | +41.4% | +3.2% | +38.3% | +41.0% |
| 1Y | +38.5% | +5.2% | +33.3% | +38.1% |
| 3Y | +98.7% | +606.3% | -507.5% | +67.8% |
| All | +118.0% | +733.8% | -615.8% | +82.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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