+333.8%
TMO vs FAST
+506.2%
-172.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.9% |
| 7D | -0.5% | +1.8% | -2.3% | -1.1% |
| 30D | +1.0% | -6.4% | +7.4% | +3.5% |
| 3M | +22.7% | +5.3% | +17.4% | +20.1% |
| 6M | +19.0% | +5.4% | +13.6% | +15.9% |
| YTD | +4.7% | +23.6% | -18.8% | -4.3% |
| 1Y | +26.0% | +4.1% | +21.9% | +22.5% |
| 3Y | +18.0% | +92.4% | -74.4% | -11.3% |
| 5Y | +8.0% | +106.1% | -98.1% | -21.7% |
| 10Y | +333.8% | +524.1% | -190.3% | +121.9% |
| All | +333.8% | +506.2% | -172.4% | +121.9% |
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 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