+320.5%
TMUS vs FAST
+1,470.6%
-1,150.2%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.2% | -3.8% |
| 7D | +0.1% | -0.4% | +0.4% | +0.2% |
| 30D | +5.3% | -0.8% | +6.0% | +5.4% |
| 3M | +3.1% | +5.8% | -2.6% | +0.4% |
| 6M | -16.5% | +8.0% | -24.4% | -19.8% |
| YTD | -9.2% | +25.6% | -34.8% | -18.4% |
| 1Y | -26.5% | +0.8% | -27.3% | -28.0% |
| 3Y | +39.0% | +86.1% | -47.1% | +3.3% |
| 5Y | +40.4% | +100.2% | -59.8% | -0.7% |
| 10Y | +303.7% | +494.2% | -190.5% | +68.5% |
| All | +320.5% | +1,470.6% | -1,150.2% | +4.6% |
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 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