+2,020.1%
FAST vs TNA
+831.3%
+1,188.8%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.6% | -6.6% | +0.6% |
| 7D | +3.8% | +2.3% | +1.6% | +2.9% |
| 30D | +8.1% | +1.4% | +6.7% | +7.0% |
| 3M | +5.8% | -21.1% | +26.9% | +11.1% |
| 6M | +24.9% | -9.4% | +34.2% | +25.6% |
| YTD | +38.9% | +29.6% | +9.3% | +26.3% |
| 1Y | +36.5% | +34.6% | +1.8% | +22.3% |
| 3Y | +98.1% | +155.9% | -57.7% | +36.2% |
| 5Y | +109.3% | -44.2% | +153.5% | +90.9% |
| 10Y | +547.9% | +63.7% | +484.2% | +234.0% |
| All | +2,020.1% | +831.3% | +1,188.8% | +307.0% |
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