+531.8%
FAST vs TRI
+222.0%
+309.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +4.8% | -1.6% | +6.4% | +5.1% |
| 30D | +8.6% | +5.0% | +3.6% | +6.4% |
| 3M | +5.7% | +4.6% | +1.1% | +3.1% |
| 6M | +25.5% | +18.3% | +7.2% | +15.9% |
| YTD | +39.6% | -14.7% | +54.3% | +44.7% |
| 1Y | +35.5% | -16.7% | +52.2% | +41.8% |
| 3Y | +96.2% | -11.3% | +107.5% | +91.1% |
| 5Y | +110.2% | -0.6% | +110.8% | +89.7% |
| 10Y | +531.8% | +220.2% | +311.6% | +248.9% |
| All | +531.8% | +222.0% | +309.8% | +248.9% |
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