+537.5%
FAST vs TXT
+90.9%
+446.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.8% |
| 7D | +5.0% | -1.1% | +6.1% | +5.4% |
| 30D | +8.6% | +13.3% | -4.7% | +3.1% |
| 3M | +6.9% | -5.1% | +12.0% | +8.6% |
| 6M | +29.6% | -7.1% | +36.7% | +32.2% |
| YTD | +41.4% | -3.2% | +44.6% | +41.3% |
| 1Y | +38.5% | +2.3% | +36.2% | +35.4% |
| 3Y | +98.7% | +11.1% | +87.7% | +84.8% |
| 5Y | +108.0% | +10.0% | +98.0% | +90.6% |
| All | +537.5% | +90.9% | +446.6% | +355.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TXT.
Daily Out/Under-Performance
Portfolio return minus TXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXT 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 TXT 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