+9,422.9%
TMO vs FAST
+79,450.5%
-70,027.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.8% | +0.3% |
| 7D | +0.8% | +4.2% | -3.4% | -0.3% |
| 30D | +4.0% | +6.7% | -2.7% | +2.2% |
| 3M | +17.6% | +8.0% | +9.6% | +15.1% |
| 6M | +57.3% | +27.4% | +29.8% | +47.2% |
| YTD | +21.2% | +40.5% | -19.3% | +10.1% |
| 1Y | +21.1% | +38.4% | -17.2% | +10.4% |
| 3Y | +58.8% | +98.7% | -39.9% | +30.5% |
| 5Y | +11.8% | +106.7% | -94.9% | -9.5% |
| 10Y | +376.2% | +545.1% | -168.8% | +182.8% |
| All | +9,422.9% | +79,450.5% | -70,027.6% | +2,209.3% |
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