+6,477.2%
TRV vs FAST
+71,032.6%
-64,555.4%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.8% | -2.1% | -1.5% |
| 7D | -0.1% | -0.4% | +0.2% | -0.1% |
| 30D | -3.4% | -0.8% | -2.6% | -3.3% |
| 3M | +26.4% | +5.8% | +20.6% | +24.4% |
| 6M | +19.3% | +8.0% | +11.3% | +16.5% |
| YTD | +28.3% | +25.6% | +2.7% | +20.4% |
| 1Y | +34.3% | +0.8% | +33.5% | +33.0% |
| 3Y | +140.1% | +86.1% | +54.0% | +102.4% |
| 5Y | +155.7% | +100.2% | +55.5% | +109.2% |
| 10Y | +285.5% | +494.2% | -208.6% | +136.8% |
| All | +6,477.2% | +71,032.6% | -64,555.4% | +1,794.1% |
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