+499.9%
FAST vs TPR
+321.0%
+178.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.8% |
| 7D | -0.4% | -2.3% | +1.9% | +0.1% |
| 30D | -0.8% | -23.0% | +22.2% | +4.6% |
| 3M | +5.8% | -12.5% | +18.2% | +8.2% |
| 6M | +8.0% | -21.4% | +29.4% | +12.7% |
| YTD | +25.6% | -3.5% | +29.1% | +24.9% |
| 1Y | +0.8% | +17.4% | -16.5% | -4.5% |
| 3Y | +86.1% | +291.3% | -205.1% | +29.0% |
| 5Y | +100.2% | +241.9% | -141.7% | +38.6% |
| All | +499.9% | +321.0% | +178.8% | +250.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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