+107.2%
FAST vs TPR
+239.8%
-132.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | +5.8% | -12.5% | +18.2% | +7.9% |
| 6M | +8.0% | -21.4% | +29.4% | +12.1% |
| YTD | +25.6% | -3.5% | +29.1% | +25.0% |
| 1Y | +0.8% | +17.4% | -16.5% | -3.9% |
| 3Y | +86.1% | +291.3% | -205.1% | +31.8% |
| All | +107.2% | +239.8% | -132.6% | +44.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling