+42.0%
TMUS vs FAST
+100.5%
-58.6%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.2% | -3.6% |
| 7D | +0.1% | -0.4% | +0.4% | +0.1% |
| 30D | +5.3% | -0.8% | +6.0% | +5.3% |
| 3M | +3.1% | +5.8% | -2.6% | +1.5% |
| 6M | -16.5% | +8.0% | -24.4% | -18.5% |
| YTD | -9.2% | +25.6% | -34.8% | -15.3% |
| 1Y | -26.5% | +0.8% | -27.3% | -27.0% |
| 3Y | +39.0% | +86.1% | -47.1% | +11.9% |
| All | +42.0% | +100.5% | -58.6% | +9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling