+74,290.4%
FAST vs TXT
+2,239.7%
+72,050.7%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.1% | 0.0% |
| 7D | +0.7% | -2.5% | +3.2% | +1.5% |
| 30D | +4.6% | +12.8% | -8.2% | +0.1% |
| 3M | +6.4% | -3.6% | +10.0% | +7.3% |
| 6M | +20.6% | -6.9% | +27.5% | +22.7% |
| YTD | +34.7% | -2.2% | +36.8% | +34.2% |
| 1Y | +29.7% | +6.3% | +23.4% | +25.5% |
| 3Y | +89.9% | +10.3% | +79.7% | +79.1% |
| 5Y | +105.0% | +10.6% | +94.3% | +90.6% |
| 10Y | +594.2% | +121.0% | +473.2% | +374.3% |
| All | +74,290.4% | +2,239.7% | +72,050.7% | +20,068.1% |
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