+17.5%
TMO vs FAST
+91.5%
-74.0%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.4% | +1.3% | -0.9% | 0.0% |
| 30D | +1.5% | -4.7% | +6.3% | +3.0% |
| 3M | +28.5% | +7.9% | +20.6% | +25.5% |
| 6M | +20.4% | +7.4% | +12.9% | +17.2% |
| YTD | +4.3% | +25.1% | -20.8% | -3.5% |
| 1Y | +24.1% | +4.7% | +19.4% | +21.2% |
| 3Y | +17.5% | +94.7% | -77.2% | +0.2% |
| All | +17.5% | +91.5% | -74.0% | +0.2% |
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