+6.8%
TMO vs FAST
+108.2%
-101.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.3% | -1.6% |
| 7D | +0.4% | +1.3% | -0.9% | -0.1% |
| 30D | +1.5% | -4.7% | +6.3% | +3.5% |
| 3M | +28.5% | +7.9% | +20.6% | +24.4% |
| 6M | +20.4% | +7.4% | +12.9% | +16.1% |
| YTD | +4.3% | +25.1% | -20.8% | -6.2% |
| 1Y | +24.1% | +4.7% | +19.4% | +20.2% |
| 3Y | +17.5% | +94.7% | -77.2% | -17.5% |
| 5Y | +6.8% | +106.8% | -100.0% | -26.8% |
| All | +6.8% | +108.2% | -101.4% | -26.8% |
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