+1,817.3%
FAST vs TNA
+1,004.3%
+812.9%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | 0.0% | +0.6% |
| 7D | -0.4% | -0.1% | -0.3% | -0.4% |
| 30D | -0.8% | -4.9% | +4.1% | +0.3% |
| 3M | +5.8% | +0.4% | +5.4% | +4.9% |
| 6M | +8.0% | +32.5% | -24.5% | -1.2% |
| YTD | +25.6% | +53.7% | -28.1% | +10.4% |
| 1Y | +0.8% | +65.1% | -64.3% | -14.2% |
| 3Y | +86.1% | +98.4% | -12.3% | +36.7% |
| 5Y | +100.2% | -22.5% | +122.7% | +68.2% |
| 10Y | +494.2% | +82.5% | +411.7% | +200.1% |
| All | +1,817.3% | +1,004.3% | +812.9% | +255.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling