+116.6%
FAST vs TLN
+710.8%
-594.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.1% | -0.6% |
| 7D | +4.2% | +11.0% | -6.9% | +4.0% |
| 30D | +6.7% | +4.9% | +1.8% | +6.6% |
| 3M | +8.0% | +4.9% | +3.1% | +7.8% |
| 6M | +27.4% | +7.1% | +20.3% | +27.1% |
| YTD | +40.5% | +0.3% | +40.2% | +40.2% |
| 1Y | +38.4% | +5.9% | +32.5% | +37.9% |
| 3Y | +98.7% | +578.5% | -479.8% | +68.1% |
| All | +116.6% | +710.8% | -594.2% | +80.9% |
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