+574.2%
FAST vs TPR
+388.4%
+185.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +7.1% | -7.7% | -2.1% |
| 7D | +0.7% | +13.9% | -13.2% | -2.2% |
| 30D | +4.6% | +14.9% | -10.3% | +1.4% |
| 3M | +6.4% | -15.4% | +21.7% | +9.6% |
| 6M | +20.6% | -4.5% | +25.1% | +20.4% |
| YTD | +34.7% | +6.0% | +28.7% | +30.9% |
| 1Y | +29.7% | +24.3% | +5.3% | +21.4% |
| 3Y | +89.9% | +412.8% | -322.9% | +23.8% |
| 5Y | +105.0% | +258.4% | -153.5% | +40.8% |
| All | +574.2% | +388.4% | +185.8% | +294.5% |
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