-34.6%
TLT vs FAST
+103.6%
-138.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | +0.1% | +2.1% | -2.0% | 0.0% |
| 30D | +6.2% | +6.9% | -0.7% | +5.9% |
| 3M | -0.3% | +4.8% | -5.2% | -0.6% |
| 6M | -3.4% | +19.8% | -23.1% | -4.2% |
| YTD | -3.1% | +34.9% | -38.0% | -4.5% |
| 1Y | -5.2% | +32.8% | -38.0% | -6.5% |
| 3Y | +6.5% | +93.7% | -87.3% | +2.4% |
| All | -34.6% | +103.6% | -138.2% | -34.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling