+107.2%
FAST vs TXG
-66.1%
+173.2%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | -0.4% | +1.8% | -2.2% | -0.6% |
| 30D | -0.8% | +32.0% | -32.8% | -4.0% |
| 3M | +5.8% | +87.0% | -81.3% | -2.3% |
| 6M | +8.0% | +180.1% | -172.1% | -5.2% |
| YTD | +25.6% | +284.1% | -258.5% | +5.9% |
| 1Y | +0.8% | +361.7% | -360.9% | -17.7% |
| 3Y | +86.1% | +15.9% | +70.2% | +72.5% |
| All | +107.2% | -66.1% | +173.2% | +98.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling