+131.2%
TLT vs FAST
+3,264.6%
-3,133.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | +0.3% |
| 7D | -0.4% | -0.4% | -0.1% | -0.5% |
| 30D | -0.6% | -0.8% | +0.2% | -0.6% |
| 3M | -2.7% | +5.8% | -8.5% | -2.1% |
| 6M | -5.6% | +8.0% | -13.6% | -4.7% |
| YTD | -2.8% | +25.6% | -28.4% | -0.1% |
| 1Y | -1.4% | +0.8% | -2.2% | -1.1% |
| 3Y | -1.6% | +86.1% | -87.7% | +6.6% |
| 5Y | -33.8% | +100.2% | -134.0% | -27.2% |
| 10Y | -21.1% | +494.2% | -515.3% | +3.1% |
| All | +131.2% | +3,264.6% | -3,133.4% | +299.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling