+74,417.0%
FAST vs TXT
+2,193.3%
+72,223.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.0% | +2.2% | +0.9% |
| 7D | +2.1% | -2.5% | +4.6% | +3.0% |
| 30D | +6.9% | +14.4% | -7.5% | +1.7% |
| 3M | +4.8% | -4.9% | +9.8% | +6.3% |
| 6M | +19.8% | -10.2% | +30.0% | +23.4% |
| YTD | +34.9% | -4.1% | +39.0% | +35.4% |
| 1Y | +32.8% | +4.0% | +28.8% | +29.5% |
| 3Y | +93.7% | +8.0% | +85.8% | +84.1% |
| 5Y | +105.3% | +8.4% | +96.9% | +92.2% |
| 10Y | +595.4% | +116.6% | +478.7% | +378.4% |
| All | +74,417.0% | +2,193.3% | +72,223.7% | +20,240.9% |
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