-12.3%
TLT vs FAST
+545.6%
-558.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.3% |
| 7D | -0.3% | +4.8% | -5.1% | +0.1% |
| 30D | +3.7% | +8.6% | -4.9% | +4.4% |
| 3M | -0.7% | +5.7% | -6.4% | -0.2% |
| 6M | -4.2% | +25.5% | -29.7% | -2.5% |
| YTD | -4.0% | +39.6% | -43.6% | -1.3% |
| 1Y | -5.8% | +35.5% | -41.3% | -3.5% |
| 3Y | +4.1% | +96.2% | -92.1% | +11.1% |
| 5Y | -34.8% | +110.2% | -145.0% | -29.8% |
| 10Y | -12.3% | +531.8% | -544.2% | +12.1% |
| All | -12.3% | +545.6% | -558.0% | +12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling