+38.4%
FAST vs TRI
-17.3%
+55.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | +4.2% | -2.9% | +7.1% | +4.2% |
| 30D | +6.7% | +3.7% | +3.0% | +6.6% |
| 3M | +8.0% | +3.7% | +4.3% | +7.9% |
| 6M | +27.4% | +35.1% | -7.7% | +28.1% |
| YTD | +40.5% | -14.0% | +54.5% | +49.6% |
| 1Y | +38.4% | -19.0% | +57.3% | +53.6% |
| All | +38.4% | -17.3% | +55.6% | +53.6% |
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