+90.1%
FAST vs TMF
-42.2%
+132.3%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.4% | -1.4% | +1.1% | -0.3% |
| 30D | -0.8% | -2.8% | +2.1% | -0.7% |
| 3M | +5.8% | -10.9% | +16.7% | +6.1% |
| 6M | +8.0% | -21.3% | +29.3% | +8.7% |
| YTD | +25.6% | -15.9% | +41.5% | +26.2% |
| 1Y | +0.8% | -15.7% | +16.5% | +1.2% |
| All | +90.1% | -42.2% | +132.3% | +85.6% |
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