+107.7%
T vs FAST
+86.1%
+21.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -1.3% | -0.4% | -0.9% | -1.2% |
| 30D | +11.4% | -0.8% | +12.1% | +11.4% |
| 3M | +14.3% | +5.8% | +8.5% | +13.5% |
| 6M | -9.3% | +8.0% | -17.2% | -10.1% |
| YTD | +7.1% | +25.6% | -18.5% | +4.2% |
| 1Y | -9.1% | +0.8% | -9.9% | -9.2% |
| All | +107.7% | +86.1% | +21.6% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 3y: compounded portfolio wealth divided by compounded FAST 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…
3y analysis · Full analysis span regression · 6 months rolling