+39.5%
TEAM vs FAST
+5.5%
+33.9%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | +0.2% | -16.3% | -16.3% |
| 7D | -19.8% | +2.1% | -21.9% | -20.9% |
| 30D | -21.5% | +6.9% | -28.4% | -27.8% |
| 3M | +39.5% | +4.8% | +34.7% | +34.4% |
| All | +39.5% | +5.5% | +33.9% | +34.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling