+289.0%
FAST vs TXG
+20.5%
+268.5%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +9.7% | -6.8% | +1.9% |
| 7D | +3.8% | +5.5% | -1.7% | +3.1% |
| 30D | +8.1% | -19.3% | +27.4% | +10.0% |
| 3M | +5.8% | +25.0% | -19.2% | +1.8% |
| 6M | +24.9% | +201.2% | -176.3% | +7.6% |
| YTD | +38.9% | +298.8% | -259.9% | +14.9% |
| 1Y | +36.5% | +326.6% | -290.1% | +11.5% |
| 3Y | +98.1% | +78.3% | +19.8% | +70.8% |
| 5Y | +109.3% | -61.3% | +170.6% | +104.2% |
| All | +289.0% | +20.5% | +268.5% | +200.7% |
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