+1,742.2%
FAST vs TMF
-69.3%
+1,811.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.5% | -0.8% | +2.0% |
| 7D | +3.4% | +4.0% | -0.6% | +4.0% |
| 30D | +5.5% | +19.5% | -13.9% | +8.1% |
| 3M | +7.6% | -3.5% | +11.1% | +7.2% |
| 6M | +19.8% | -10.6% | +30.4% | +18.2% |
| YTD | +35.5% | -17.1% | +52.5% | +32.4% |
| 1Y | +31.6% | -24.3% | +55.9% | +27.1% |
| 3Y | +91.0% | -27.2% | +118.3% | +87.3% |
| 5Y | +105.1% | -87.6% | +192.7% | +50.9% |
| 10Y | +598.2% | -84.8% | +683.0% | +495.6% |
| All | +1,742.2% | -69.3% | +1,811.5% | +2,041.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling