-41.1%
TSCO vs FAST
+4.1%
-45.2%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.2% | -2.5% | -3.3% |
| 7D | -2.5% | +1.8% | -4.3% | -3.0% |
| 30D | -1.1% | -6.4% | +5.3% | +1.1% |
| 3M | +14.3% | +5.3% | +8.9% | +12.2% |
| 6M | -31.9% | +5.4% | -37.3% | -33.5% |
| YTD | -30.7% | +23.6% | -54.3% | -35.6% |
| 1Y | -41.1% | +4.1% | -45.1% | -44.7% |
| All | -41.1% | +4.1% | -45.2% | -44.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling