+8,241.0%
TMO vs FAST
+71,032.5%
-62,791.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.8% | -1.5% | -1.0% |
| 7D | -1.4% | -0.4% | -1.0% | -1.3% |
| 30D | +6.2% | -0.8% | +7.0% | +6.4% |
| 3M | +27.5% | +5.8% | +21.7% | +25.5% |
| 6M | +20.0% | +8.0% | +12.0% | +17.1% |
| YTD | +6.1% | +25.6% | -19.5% | -0.6% |
| 1Y | +25.8% | +0.8% | +25.0% | +24.5% |
| 3Y | +11.2% | +86.1% | -74.9% | -7.0% |
| 5Y | +9.6% | +100.2% | -90.6% | -10.5% |
| 10Y | +317.8% | +494.2% | -176.4% | +153.7% |
| All | +8,241.0% | +71,032.5% | -62,791.6% | +1,985.5% |
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