+301.7%
FAST vs TW
+291.9%
+9.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.3% |
| 7D | +4.8% | +3.1% | +1.7% | +4.1% |
| 30D | +8.6% | +16.7% | -8.1% | +4.8% |
| 3M | +5.7% | +25.2% | -19.5% | +0.3% |
| 6M | +25.5% | +19.5% | +6.0% | +19.9% |
| YTD | +39.6% | +21.0% | +18.6% | +32.0% |
| 1Y | +35.5% | +19.0% | +16.5% | +28.6% |
| 3Y | +96.2% | +40.7% | +55.5% | +74.0% |
| 5Y | +110.2% | +40.1% | +70.1% | +82.0% |
| All | +301.7% | +291.9% | +9.7% | +182.1% |
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