+4.7%
FAST vs TRI
-41.0%
+45.7%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.5% | +6.1% | -0.3% |
| 7D | +1.3% | -7.1% | +8.4% | +1.4% |
| 30D | -4.7% | -2.3% | -2.4% | -4.7% |
| 3M | +7.9% | +19.6% | -11.6% | +8.6% |
| 6M | +7.4% | -8.7% | +16.1% | +8.8% |
| YTD | +25.1% | -22.3% | +47.3% | +27.4% |
| 1Y | +4.7% | -40.7% | +45.4% | +6.5% |
| All | +4.7% | -41.0% | +45.7% | +6.5% |
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