+3,539.8%
FAST vs TRI
+604.8%
+2,935.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.7% | +4.9% | +2.3% |
| 7D | +2.1% | -4.8% | +6.9% | +3.8% |
| 30D | +6.9% | +13.4% | -6.5% | +0.2% |
| 3M | +4.8% | +13.1% | -8.3% | -2.7% |
| 6M | +19.8% | +24.4% | -4.7% | +3.3% |
| YTD | +34.9% | -11.4% | +46.3% | +33.2% |
| 1Y | +32.8% | -15.6% | +48.4% | +34.4% |
| 3Y | +93.7% | -6.5% | +100.2% | +79.4% |
| 5Y | +105.3% | +5.3% | +100.0% | +76.8% |
| 10Y | +595.4% | +239.9% | +355.4% | +204.4% |
| All | +3,539.8% | +604.8% | +2,935.0% | +747.3% |
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 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