+108.0%
FAST vs TLN
+630.2%
-522.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +7.1% | -6.9% | +0.1% |
| 7D | +2.1% | -1.3% | +3.4% | +2.1% |
| 30D | +6.9% | -10.5% | +17.4% | +7.0% |
| 3M | +4.8% | +0.1% | +4.7% | +4.7% |
| 6M | +19.8% | -17.4% | +37.2% | +20.0% |
| YTD | +34.9% | -9.7% | +44.6% | +34.8% |
| 1Y | +32.8% | -12.3% | +45.0% | +32.7% |
| 3Y | +93.7% | +528.3% | -434.5% | +63.5% |
| All | +108.0% | +630.2% | -522.3% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling