+15.3%
TMO vs FAST
+113.6%
-98.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.3% | -0.5% |
| 7D | +1.6% | +4.3% | -2.6% | 0.0% |
| 30D | +8.4% | +8.3% | +0.1% | +4.9% |
| 3M | +18.7% | +6.5% | +12.2% | +15.6% |
| 6M | +58.9% | +29.5% | +29.3% | +42.4% |
| YTD | +24.2% | +41.3% | -17.1% | +6.2% |
| 1Y | +22.8% | +37.4% | -14.6% | +6.2% |
| 3Y | +61.6% | +98.5% | -36.9% | +13.7% |
| 5Y | +15.3% | +111.1% | -95.8% | -23.0% |
| All | +15.3% | +113.6% | -98.3% | -23.0% |
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