+533.3%
FAST vs TMF
-82.1%
+615.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.7% | -0.8% |
| 7D | +4.2% | -9.3% | +13.4% | +3.4% |
| 30D | +6.7% | +1.9% | +4.7% | +6.9% |
| 3M | +8.0% | -11.2% | +19.3% | +7.1% |
| 6M | +27.4% | -17.7% | +45.1% | +25.6% |
| YTD | +40.5% | -24.5% | +65.0% | +37.7% |
| 1Y | +38.4% | -29.4% | +67.8% | +34.8% |
| 3Y | +98.7% | -33.4% | +132.1% | +95.5% |
| 5Y | +106.7% | -88.7% | +195.4% | +57.0% |
| All | +533.3% | -82.1% | +615.4% | +480.5% |
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