+574.2%
FAST vs TRMB
+104.0%
+470.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.2% |
| 7D | +0.7% | -17.9% | +18.6% | +6.4% |
| 30D | +4.6% | -12.0% | +16.6% | +8.0% |
| 3M | +6.4% | -8.4% | +14.8% | +8.1% |
| 6M | +20.6% | -21.5% | +42.1% | +28.4% |
| YTD | +34.7% | -31.5% | +66.2% | +49.3% |
| 1Y | +29.7% | -33.4% | +63.1% | +44.9% |
| 3Y | +89.9% | +26.5% | +63.4% | +66.2% |
| 5Y | +105.0% | -37.9% | +142.9% | +123.3% |
| All | +574.2% | +104.0% | +470.2% | +389.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRMB.
Daily Out/Under-Performance
Portfolio return minus TRMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRMB 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 10y: compounded portfolio wealth divided by compounded TRMB 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…
10y analysis · Full analysis span regression · 6 months rolling