+93.7%
FAST vs TLN
+583.6%
-489.9%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.8% | -3.0% | +0.7% |
| 7D | -0.4% | +7.1% | -7.4% | -0.5% |
| 30D | -0.8% | -3.9% | +3.1% | -0.7% |
| 3M | +5.8% | -16.2% | +21.9% | +6.0% |
| 6M | +8.0% | -5.8% | +13.8% | +8.0% |
| YTD | +25.6% | -15.4% | +41.1% | +25.8% |
| 1Y | +0.8% | -16.7% | +17.5% | +0.9% |
| 3Y | +86.1% | +473.8% | -387.6% | +58.2% |
| All | +93.7% | +583.6% | -489.9% | +62.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling