+237.8%
TMUS vs FAST
+541.9%
-304.1%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | 0.0% | -0.4% |
| 7D | +4.9% | +4.2% | +0.7% | +3.6% |
| 30D | +7.7% | +6.7% | +1.0% | +5.5% |
| 3M | -6.8% | +8.0% | -14.8% | -9.1% |
| 6M | -9.7% | +27.4% | -37.1% | -16.8% |
| YTD | -15.0% | +40.5% | -55.4% | -24.8% |
| 1Y | -19.1% | +38.4% | -57.5% | -28.1% |
| 3Y | +21.4% | +98.7% | -77.3% | -6.9% |
| 5Y | +51.2% | +106.7% | -55.5% | +12.4% |
| All | +237.8% | +541.9% | -304.1% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling