+107.2%
FAST vs TRI
-1.9%
+109.1%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.9% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -0.8% | +7.9% | -8.7% | -2.5% |
| 3M | +5.8% | +24.1% | -18.3% | +0.2% |
| 6M | +8.0% | +3.8% | +4.2% | +6.6% |
| YTD | +25.6% | -16.9% | +42.5% | +34.6% |
| 1Y | +0.8% | -38.4% | +39.2% | +23.1% |
| 3Y | +86.1% | -12.2% | +98.3% | +78.4% |
| All | +107.2% | -1.9% | +109.1% | +72.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling