+357.4%
TRV vs FAST
+606.6%
-249.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.0% | -3.0% | -1.0% |
| 7D | -0.9% | +3.8% | -4.7% | -2.1% |
| 30D | +7.2% | +8.1% | -0.9% | +4.4% |
| 3M | +3.2% | +5.8% | -2.6% | +1.2% |
| 6M | +33.6% | +24.9% | +8.8% | +23.7% |
| YTD | +37.8% | +38.9% | -1.1% | +22.2% |
| 1Y | +43.4% | +36.5% | +6.9% | +27.9% |
| 3Y | +146.7% | +98.1% | +48.5% | +91.2% |
| 5Y | +176.1% | +109.3% | +66.8% | +106.3% |
| 10Y | +357.4% | +547.9% | -190.5% | +132.9% |
| All | +357.4% | +606.6% | -249.2% | +132.9% |
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