+537.5%
FAST vs TNA
+34.7%
+502.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.9% | +5.0% | +1.2% |
| 7D | +5.0% | +7.7% | -2.7% | +3.2% |
| 30D | +8.6% | -0.7% | +9.3% | +8.1% |
| 3M | +6.9% | -25.4% | +32.3% | +13.0% |
| 6M | +29.6% | -11.8% | +41.4% | +31.1% |
| YTD | +41.4% | +23.9% | +17.5% | +31.3% |
| 1Y | +38.5% | +25.6% | +12.9% | +27.7% |
| 3Y | +98.7% | +137.1% | -38.4% | +45.4% |
| 5Y | +108.0% | -45.4% | +153.5% | +94.4% |
| All | +537.5% | +34.7% | +502.8% | +288.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 10y: compounded portfolio wealth divided by compounded TNA 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…
10y analysis · Full analysis span regression · 6 months rolling