+94.7%
FAST vs TNA
+117.1%
-22.4%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.2% |
| 7D | +1.3% | +4.1% | -2.8% | +0.6% |
| 30D | -4.7% | -7.6% | +2.9% | -3.6% |
| 3M | +7.9% | +8.1% | -0.1% | +6.3% |
| 6M | +7.4% | +49.0% | -41.6% | -0.5% |
| YTD | +25.1% | +51.7% | -26.6% | +15.2% |
| 1Y | +4.7% | +59.6% | -54.9% | -5.2% |
| 3Y | +94.7% | +118.9% | -24.2% | +63.6% |
| All | +94.7% | +117.1% | -22.4% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling