+96.2%
FAST vs TMF
-30.8%
+127.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.9% | +4.4% | +0.7% |
| 7D | +4.8% | -1.1% | +5.9% | +4.8% |
| 30D | +8.6% | +11.8% | -3.2% | +8.0% |
| 3M | +5.7% | -4.0% | +9.7% | +5.8% |
| 6M | +25.5% | -16.5% | +42.0% | +26.4% |
| YTD | +39.6% | -19.9% | +59.5% | +40.7% |
| 1Y | +35.5% | -25.6% | +61.1% | +36.9% |
| 3Y | +96.2% | -29.9% | +126.1% | +91.2% |
| All | +96.2% | -30.8% | +127.0% | +91.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling