+295.4%
TRV vs FAST
+506.2%
-210.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | +0.2% | +1.8% | -1.6% | -0.4% |
| 30D | -2.3% | -6.4% | +4.1% | -0.3% |
| 3M | +22.7% | +5.3% | +17.4% | +20.4% |
| 6M | +21.9% | +5.4% | +16.6% | +19.2% |
| YTD | +27.5% | +23.6% | +3.9% | +17.7% |
| 1Y | +36.2% | +4.1% | +32.2% | +33.1% |
| 3Y | +140.6% | +92.4% | +48.2% | +88.7% |
| 5Y | +154.5% | +106.1% | +48.4% | +91.2% |
| 10Y | +295.4% | +524.1% | -228.7% | +115.9% |
| All | +295.4% | +506.2% | -210.7% | +115.9% |
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 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