-12.5%
TLT vs FAST
+606.6%
-619.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -2.9% | +0.3% |
| 7D | +0.3% | +3.8% | -3.6% | +0.6% |
| 30D | +5.1% | +8.1% | -3.0% | +5.7% |
| 3M | -0.2% | +5.8% | -6.0% | +0.3% |
| 6M | -2.9% | +24.9% | -27.8% | -1.2% |
| YTD | -2.7% | +38.9% | -41.6% | 0.0% |
| 1Y | -4.6% | +36.5% | -41.1% | -2.1% |
| 3Y | +6.1% | +98.1% | -92.1% | +13.4% |
| 5Y | -35.1% | +109.3% | -144.4% | -30.1% |
| 10Y | -12.5% | +547.9% | -560.4% | +14.6% |
| All | -12.5% | +606.6% | -619.1% | +14.6% |
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