+531.8%
FAST vs TPR
+386.9%
+145.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | +4.8% | +12.1% | -7.3% | +2.2% |
| 30D | +8.6% | +16.7% | -8.1% | +4.9% |
| 3M | +5.7% | -17.4% | +23.1% | +9.5% |
| 6M | +25.5% | +2.3% | +23.2% | +23.7% |
| YTD | +39.6% | +7.1% | +32.5% | +35.4% |
| 1Y | +35.5% | +29.5% | +6.0% | +25.9% |
| 3Y | +96.2% | +415.0% | -318.8% | +27.9% |
| 5Y | +110.2% | +261.5% | -151.3% | +44.3% |
| 10Y | +531.8% | +383.3% | +148.5% | +272.3% |
| All | +531.8% | +386.9% | +145.0% | +272.3% |
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