+41.0%
TMUS vs FAST
+103.6%
-62.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +3.6% | +2.1% | +1.5% | +3.1% |
| 30D | -3.4% | +6.9% | -10.2% | -4.9% |
| 3M | -9.5% | +4.8% | -14.3% | -10.6% |
| 6M | -15.2% | +19.8% | -35.0% | -19.1% |
| YTD | -18.9% | +34.9% | -53.8% | -25.7% |
| 1Y | -17.7% | +32.8% | -50.5% | -24.3% |
| 3Y | +15.6% | +93.7% | -78.1% | -7.4% |
| All | +41.0% | +103.6% | -62.6% | +5.9% |
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