+3,289.7%
FAST vs TRI
+561.6%
+2,728.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +3.2% |
| 7D | -0.4% | -0.5% | +0.2% | -0.3% |
| 30D | -0.8% | +7.9% | -8.7% | -4.7% |
| 3M | +5.8% | +24.1% | -18.3% | -6.4% |
| 6M | +8.0% | +3.8% | +4.2% | +1.6% |
| YTD | +25.6% | -16.9% | +42.5% | +29.3% |
| 1Y | +0.8% | -38.4% | +39.2% | +20.9% |
| 3Y | +86.1% | -12.2% | +98.3% | +79.4% |
| 5Y | +100.2% | -1.8% | +102.0% | +80.3% |
| 10Y | +494.2% | +207.6% | +286.6% | +176.7% |
| All | +3,289.7% | +561.6% | +2,728.1% | +722.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling