+344.9%
TRV vs FAST
+541.9%
-197.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.7% | +0.2% |
| 7D | +2.0% | +4.2% | -2.1% | +0.7% |
| 30D | +6.7% | +6.7% | +0.1% | +4.4% |
| 3M | +9.4% | +8.0% | +1.3% | +6.5% |
| 6M | +37.7% | +27.4% | +10.3% | +26.7% |
| YTD | +40.6% | +40.5% | +0.1% | +24.2% |
| 1Y | +42.4% | +38.4% | +4.1% | +26.5% |
| 3Y | +148.1% | +98.7% | +49.4% | +92.3% |
| 5Y | +181.7% | +106.7% | +75.0% | +111.7% |
| All | +344.9% | +541.9% | -197.0% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling