+240.8%
TMUS vs FAST
+545.6%
-304.8%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | +0.1% |
| 7D | +9.5% | +4.8% | +4.7% | +7.9% |
| 30D | +13.8% | +8.6% | +5.2% | +10.9% |
| 3M | -4.6% | +5.7% | -10.3% | -6.3% |
| 6M | -11.7% | +25.5% | -37.2% | -18.2% |
| YTD | -15.4% | +39.6% | -55.0% | -25.0% |
| 1Y | -16.1% | +35.5% | -51.6% | -25.0% |
| 3Y | +20.5% | +96.2% | -75.7% | -7.2% |
| 5Y | +48.7% | +110.2% | -61.5% | +9.9% |
| 10Y | +240.8% | +531.8% | -291.0% | +70.3% |
| All | +240.8% | +545.6% | -304.8% | +70.3% |
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 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