+38.5%
FAST vs TXG
+256.0%
-217.5%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.8% | +4.9% | +0.3% |
| 7D | +5.0% | +1.8% | +3.2% | +4.9% |
| 30D | +8.6% | -17.7% | +26.2% | +9.3% |
| 3M | +6.9% | +2.3% | +4.6% | +5.5% |
| 6M | +29.6% | +182.5% | -152.9% | +16.7% |
| YTD | +41.4% | +262.4% | -220.9% | +26.1% |
| 1Y | +38.5% | +254.1% | -215.6% | +23.5% |
| All | +38.5% | +256.0% | -217.5% | +23.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling