+38.5%
FAST vs TPR
+29.9%
+8.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +5.0% | -1.1% | +6.2% | +5.2% |
| 30D | +8.6% | +15.1% | -6.5% | +6.0% |
| 3M | +6.9% | -13.4% | +20.3% | +9.2% |
| 6M | +29.6% | +1.4% | +28.2% | +27.9% |
| YTD | +41.4% | +4.8% | +36.6% | +38.4% |
| 1Y | +38.5% | +29.2% | +9.3% | +28.4% |
| All | +38.5% | +29.9% | +8.6% | +28.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling