+6.5%
TLT vs FAST
+91.5%
-85.0%
-16.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.2% |
| 7D | +0.5% | +0.7% | -0.1% | +0.5% |
| 30D | +6.0% | +4.6% | +1.4% | +5.8% |
| 3M | -0.9% | +6.4% | -7.3% | -1.2% |
| 6M | -2.6% | +20.6% | -23.2% | -3.3% |
| YTD | -3.1% | +34.7% | -37.8% | -4.4% |
| 1Y | -4.4% | +29.7% | -34.0% | -5.5% |
| All | +6.5% | +91.5% | -85.0% | -3.5% |
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