+238.4%
TMUS vs FAST
+586.8%
-348.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.6% | +2.1% | +1.5% | +2.9% |
| 30D | -3.4% | +6.9% | -10.2% | -5.4% |
| 3M | -9.5% | +4.8% | -14.3% | -11.0% |
| 6M | -15.2% | +19.8% | -35.0% | -20.3% |
| YTD | -18.9% | +34.9% | -53.8% | -27.4% |
| 1Y | -17.7% | +32.8% | -50.5% | -26.0% |
| 3Y | +15.6% | +93.7% | -78.1% | -10.8% |
| 5Y | +38.9% | +105.3% | -66.4% | +3.1% |
| All | +238.4% | +586.8% | -348.4% | +62.8% |
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