+38.5%
FAST vs TRI
-17.0%
+55.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +5.0% | -7.5% | +12.5% | +5.2% |
| 30D | +8.6% | +3.9% | +4.6% | +8.5% |
| 3M | +6.9% | +7.2% | -0.3% | +6.8% |
| 6M | +29.6% | +27.0% | +2.6% | +30.0% |
| YTD | +41.4% | -14.0% | +55.5% | +49.7% |
| 1Y | +38.5% | -17.7% | +56.2% | +50.6% |
| All | +38.5% | -17.0% | +55.5% | +50.6% |
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