+1,608.6%
FAST vs TMF
-68.9%
+1,677.4%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -0.4% | -1.4% | +1.1% | -0.6% |
| 30D | -0.8% | -2.8% | +2.1% | -1.1% |
| 3M | +5.8% | -10.9% | +16.7% | +4.2% |
| 6M | +8.0% | -21.3% | +29.3% | +4.6% |
| YTD | +25.6% | -15.9% | +41.5% | +23.0% |
| 1Y | +0.8% | -15.7% | +16.5% | -1.1% |
| 3Y | +86.1% | -43.4% | +129.5% | +75.8% |
| 5Y | +100.2% | -87.8% | +188.0% | +46.8% |
| 10Y | +494.2% | -86.7% | +580.9% | +392.7% |
| All | +1,608.6% | -68.9% | +1,677.4% | +1,888.5% |
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 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