+507.7%
FAST vs TNA
+76.8%
+430.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +1.3% | +4.1% | -2.8% | +0.4% |
| 30D | -4.7% | -7.6% | +2.9% | -3.2% |
| 3M | +7.9% | +8.1% | -0.1% | +5.6% |
| 6M | +7.4% | +49.0% | -41.6% | -3.1% |
| YTD | +25.1% | +51.7% | -26.6% | +11.9% |
| 1Y | +4.7% | +59.6% | -54.9% | -8.5% |
| 3Y | +94.7% | +118.9% | -24.2% | +45.1% |
| 5Y | +106.8% | -19.2% | +125.9% | +76.6% |
| 10Y | +507.7% | +77.2% | +430.5% | +215.8% |
| All | +507.7% | +76.8% | +430.9% | +215.8% |
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