+105.3%
FAST vs TMF
-88.0%
+193.3%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.3% | +0.2% |
| 7D | +2.1% | +1.2% | +0.9% | +2.0% |
| 30D | +6.9% | +19.7% | -12.9% | +6.2% |
| 3M | +4.8% | -2.1% | +6.9% | +4.9% |
| 6M | +19.8% | -13.4% | +33.2% | +20.3% |
| YTD | +34.9% | -16.7% | +51.6% | +35.6% |
| 1Y | +32.8% | -23.3% | +56.1% | +33.8% |
| 3Y | +93.7% | -24.8% | +118.6% | +94.1% |
| All | +105.3% | -88.0% | +193.3% | +109.6% |
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 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