+507.7%
FAST vs TRI
+190.0%
+317.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | +1.5% |
| 7D | +1.3% | -7.1% | +8.4% | +3.4% |
| 30D | -4.7% | -2.3% | -2.4% | -4.5% |
| 3M | +7.9% | +19.6% | -11.6% | +0.5% |
| 6M | +7.4% | -8.7% | +16.1% | +8.8% |
| YTD | +25.1% | -22.3% | +47.3% | +34.3% |
| 1Y | +4.7% | -40.7% | +45.4% | +26.8% |
| 3Y | +94.7% | -17.8% | +112.5% | +94.3% |
| 5Y | +106.8% | -8.5% | +115.3% | +92.3% |
| 10Y | +507.7% | +192.6% | +315.1% | +243.1% |
| All | +507.7% | +190.0% | +317.7% | +243.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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