+250.2%
FAST vs TXG
+21.5%
+228.7%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.2% | -1.0% |
| 7D | +1.3% | +9.4% | -8.1% | +0.3% |
| 30D | -4.7% | +26.1% | -30.8% | -7.4% |
| 3M | +7.9% | +124.8% | -116.9% | -2.5% |
| 6M | +7.4% | +215.2% | -207.8% | -7.3% |
| YTD | +25.1% | +302.2% | -277.1% | +4.5% |
| 1Y | +4.7% | +370.9% | -366.2% | -15.0% |
| 3Y | +94.7% | +38.5% | +56.2% | +75.0% |
| 5Y | +106.8% | -64.4% | +171.1% | +105.5% |
| All | +250.2% | +21.5% | +228.7% | +173.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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