+69,298.0%
FAST vs TXT
+2,070.1%
+67,228.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.1% | +0.9% |
| 7D | -0.4% | -4.8% | +4.4% | +1.3% |
| 30D | -0.8% | -10.6% | +9.8% | +3.1% |
| 3M | +5.8% | -13.2% | +18.9% | +10.6% |
| 6M | +8.0% | -20.3% | +28.3% | +16.2% |
| YTD | +25.6% | -9.3% | +34.9% | +29.0% |
| 1Y | +0.8% | -2.7% | +3.5% | +0.8% |
| 3Y | +86.1% | +1.4% | +84.7% | +81.0% |
| 5Y | +100.2% | +9.6% | +90.7% | +87.3% |
| 10Y | +494.2% | +94.9% | +399.3% | +325.2% |
| All | +69,298.0% | +2,070.1% | +67,228.0% | +19,277.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling