+288.1%
FAST vs TW
+286.2%
+1.9%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | +0.1% |
| 7D | +2.1% | +4.2% | -2.2% | +1.1% |
| 30D | +6.9% | +18.9% | -12.0% | +2.7% |
| 3M | +4.8% | +23.8% | -18.9% | -0.3% |
| 6M | +19.8% | +17.0% | +2.7% | +15.0% |
| YTD | +34.9% | +19.2% | +15.7% | +28.0% |
| 1Y | +32.8% | +20.1% | +12.7% | +25.6% |
| 3Y | +93.7% | +40.5% | +53.2% | +71.7% |
| 5Y | +105.3% | +38.0% | +67.3% | +78.3% |
| All | +288.1% | +286.2% | +1.9% | +173.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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