+575.3%
FAST vs TPR
+383.4%
+191.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.4% |
| 7D | +2.1% | +14.2% | -12.1% | -0.9% |
| 30D | +6.9% | +17.1% | -10.2% | +3.1% |
| 3M | +4.8% | -17.7% | +22.6% | +8.7% |
| 6M | +19.8% | -10.2% | +30.0% | +21.2% |
| YTD | +34.9% | +4.9% | +30.0% | +31.4% |
| 1Y | +32.8% | +36.1% | -3.4% | +21.9% |
| 3Y | +93.7% | +416.5% | -322.7% | +26.0% |
| 5Y | +105.3% | +254.8% | -149.5% | +41.4% |
| All | +575.3% | +383.4% | +191.9% | +296.1% |
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