+32.8%
FAST vs TXT
+4.1%
+28.6%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.7% |
| 7D | +2.1% | -2.5% | +4.6% | +2.8% |
| 30D | +6.9% | +14.4% | -7.5% | +2.5% |
| 3M | +4.8% | -4.9% | +9.8% | +6.4% |
| 6M | +19.8% | -10.2% | +30.0% | +23.3% |
| YTD | +34.9% | -4.1% | +39.0% | +31.8% |
| 1Y | +32.8% | +4.0% | +28.8% | +24.0% |
| All | +32.8% | +4.1% | +28.6% | +24.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling