+98.7%
FAST vs TXG
+65.2%
+33.5%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.5% |
| 7D | +4.2% | -1.8% | +6.0% | +4.3% |
| 30D | +6.7% | -20.4% | +27.1% | +8.1% |
| 3M | +8.0% | +0.1% | +8.0% | +6.8% |
| 6M | +27.4% | +176.2% | -148.7% | +14.3% |
| YTD | +40.5% | +256.8% | -216.3% | +22.5% |
| 1Y | +38.4% | +255.9% | -217.5% | +20.3% |
| 3Y | +98.7% | +60.2% | +38.5% | +72.9% |
| All | +98.7% | +65.2% | +33.5% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling