+244.6%
TMUS vs FAST
+541.5%
-296.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.2% | +0.6% | +1.4% |
| 7D | +8.2% | +4.3% | +3.9% | +6.8% |
| 30D | +13.4% | +8.3% | +5.0% | +10.6% |
| 3M | -3.0% | +6.5% | -9.5% | -5.1% |
| 6M | -8.8% | +29.5% | -38.3% | -16.4% |
| YTD | -13.8% | +41.3% | -55.1% | -23.9% |
| 1Y | -17.1% | +37.4% | -54.5% | -26.1% |
| 3Y | +22.7% | +98.5% | -75.9% | -5.9% |
| 5Y | +52.8% | +111.1% | -58.3% | +12.8% |
| 10Y | +244.6% | +548.6% | -303.9% | +66.2% |
| All | +244.6% | +541.5% | -296.8% | +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