+107.2%
FAST vs TMF
-87.5%
+194.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +6.2% |
| 6M | +8.0% | -21.3% | +29.3% | +8.8% |
| YTD | +25.6% | -15.9% | +41.5% | +26.3% |
| 1Y | +0.8% | -15.7% | +16.5% | +1.3% |
| 3Y | +86.1% | -43.4% | +129.5% | +88.1% |
| All | +107.2% | -87.5% | +194.7% | +111.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling