+531.8%
FAST vs TMF
-82.2%
+614.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.2% |
| 7D | +4.8% | -1.1% | +5.9% | +4.7% |
| 30D | +8.6% | +11.8% | -3.2% | +9.6% |
| 3M | +5.7% | -4.0% | +9.7% | +5.4% |
| 6M | +25.5% | -16.5% | +42.0% | +23.8% |
| YTD | +39.6% | -19.9% | +59.5% | +37.4% |
| 1Y | +35.5% | -25.6% | +61.1% | +32.5% |
| 3Y | +96.2% | -29.9% | +126.1% | +93.8% |
| 5Y | +110.2% | -88.2% | +198.4% | +59.7% |
| 10Y | +531.8% | -81.7% | +613.6% | +485.0% |
| All | +531.8% | -82.2% | +614.1% | +485.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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