+272.0%
TMUS vs FAST
+1,583.6%
-1,311.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.1% |
| 7D | +9.0% | +0.7% | +8.4% | +8.7% |
| 30D | -3.2% | +4.6% | -7.9% | -5.0% |
| 3M | -6.9% | +6.4% | -13.2% | -9.3% |
| 6M | -16.4% | +20.6% | -37.0% | -22.9% |
| YTD | -19.6% | +34.7% | -54.3% | -29.8% |
| 1Y | -19.9% | +29.7% | -49.6% | -29.0% |
| 3Y | +14.5% | +89.9% | -75.4% | -15.3% |
| 5Y | +37.7% | +105.0% | -67.3% | -3.3% |
| 10Y | +242.2% | +594.2% | -351.9% | +33.7% |
| All | +272.0% | +1,583.6% | -1,311.6% | -10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling