+192.6%
TSCO vs FAST
+506.2%
-313.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.1% |
| 7D | -2.5% | +1.8% | -4.3% | -3.3% |
| 30D | -1.1% | -6.4% | +5.3% | +1.9% |
| 3M | +14.3% | +5.3% | +8.9% | +11.4% |
| 6M | -31.9% | +5.4% | -37.3% | -34.0% |
| YTD | -30.7% | +23.6% | -54.3% | -37.7% |
| 1Y | -41.1% | +4.1% | -45.1% | -42.8% |
| 3Y | -17.1% | +92.4% | -109.5% | -40.9% |
| 5Y | -7.5% | +106.1% | -113.6% | -36.6% |
| 10Y | +192.6% | +524.1% | -331.5% | +29.2% |
| All | +192.6% | +506.2% | -313.6% | +29.2% |
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