+4.1%
FAST vs TRI
-42.5%
+46.5%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.2% |
| 7D | +1.8% | -8.4% | +10.2% | +1.9% |
| 30D | -6.4% | -6.5% | 0.0% | -6.3% |
| 3M | +5.3% | +18.6% | -13.3% | +6.0% |
| 6M | +5.4% | -10.4% | +15.8% | +6.8% |
| YTD | +23.6% | -23.7% | +47.3% | +26.1% |
| 1Y | +4.1% | -42.5% | +46.5% | +6.3% |
| All | +4.1% | -42.5% | +46.5% | +6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling