+547.9%
FAST vs TRI
+225.4%
+322.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -3.8% | +6.8% | +4.1% |
| 7D | +3.8% | -11.4% | +15.2% | +7.2% |
| 30D | +8.1% | +4.9% | +3.1% | +6.0% |
| 3M | +5.8% | +7.0% | -1.2% | +2.4% |
| 6M | +24.9% | +18.2% | +6.7% | +15.3% |
| YTD | +38.9% | -14.8% | +53.7% | +44.0% |
| 1Y | +36.5% | -18.0% | +54.4% | +43.9% |
| 3Y | +98.1% | -12.0% | +110.1% | +93.7% |
| 5Y | +109.3% | -0.8% | +110.1% | +89.1% |
| 10Y | +547.9% | +220.1% | +327.8% | +257.9% |
| All | +547.9% | +225.4% | +322.5% | +257.9% |
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