+37.7%
TMUS vs FAST
+102.7%
-65.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +9.0% | +0.7% | +8.4% | +8.9% |
| 30D | -3.2% | +4.6% | -7.9% | -4.3% |
| 3M | -6.9% | +6.4% | -13.2% | -8.3% |
| 6M | -16.4% | +20.6% | -37.0% | -20.4% |
| YTD | -19.6% | +34.7% | -54.3% | -26.3% |
| 1Y | -19.9% | +29.7% | -49.6% | -25.8% |
| 3Y | +14.5% | +89.9% | -75.4% | -7.7% |
| 5Y | +37.7% | +105.0% | -67.3% | +3.3% |
| All | +37.7% | +102.7% | -65.0% | +3.3% |
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 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