+295.5%
FAST vs TXG
+14.9%
+280.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.5% | +1.3% |
| 7D | +4.3% | -8.1% | +12.4% | +5.1% |
| 30D | +8.3% | -17.5% | +25.8% | +9.9% |
| 3M | +6.5% | +6.1% | +0.4% | +4.4% |
| 6M | +29.5% | +202.7% | -173.2% | +11.5% |
| YTD | +41.3% | +280.4% | -239.2% | +17.4% |
| 1Y | +37.4% | +274.0% | -236.6% | +14.1% |
| 3Y | +98.5% | +74.9% | +23.6% | +71.4% |
| 5Y | +111.1% | -63.0% | +174.2% | +106.9% |
| All | +295.5% | +14.9% | +280.6% | +207.3% |
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