+547.9%
FAST vs TXT
+115.3%
+432.6%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.7% | +2.1% |
| 7D | +3.8% | -3.5% | +7.4% | +5.3% |
| 30D | +8.1% | +15.2% | -7.1% | +2.0% |
| 3M | +5.8% | -4.5% | +10.3% | +7.2% |
| 6M | +24.9% | -6.1% | +31.0% | +26.9% |
| YTD | +38.9% | -2.0% | +40.9% | +38.2% |
| 1Y | +36.5% | +4.2% | +32.3% | +32.5% |
| 3Y | +98.1% | +14.4% | +83.8% | +82.2% |
| 5Y | +109.3% | +12.3% | +97.0% | +90.3% |
| 10Y | +547.9% | +101.8% | +446.1% | +349.7% |
| All | +547.9% | +115.3% | +432.6% | +349.7% |
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