-12.6%
TLT vs FAST
+541.9%
-554.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.5% |
| 7D | -3.1% | +4.2% | -7.3% | -2.8% |
| 30D | +1.0% | +6.7% | -5.6% | +1.5% |
| 3M | -2.7% | +8.0% | -10.8% | -2.2% |
| 6M | -4.1% | +27.4% | -31.6% | -2.3% |
| YTD | -5.4% | +40.5% | -45.8% | -2.7% |
| 1Y | -7.0% | +38.4% | -45.4% | -4.5% |
| 3Y | +2.8% | +98.7% | -95.8% | +9.8% |
| 5Y | -35.4% | +106.7% | -142.1% | -30.6% |
| All | -12.6% | +541.9% | -554.5% | +12.2% |
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