+533.3%
FAST vs TRI
+225.2%
+308.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.7% |
| 7D | +4.2% | -2.9% | +7.1% | +5.0% |
| 30D | +6.7% | +3.7% | +3.0% | +5.0% |
| 3M | +8.0% | +3.7% | +4.3% | +5.7% |
| 6M | +27.4% | +35.1% | -7.7% | +12.5% |
| YTD | +40.5% | -14.0% | +54.5% | +45.3% |
| 1Y | +38.4% | -19.0% | +57.3% | +47.0% |
| 3Y | +98.7% | -12.0% | +110.7% | +94.7% |
| 5Y | +106.7% | +0.6% | +106.0% | +85.8% |
| All | +533.3% | +225.2% | +308.1% | +259.7% |
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