-30.8%
TSCO vs FAST
+36.9%
-67.6%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +6.8% | +4.8% | +2.0% | +4.9% |
| 30D | +11.3% | +8.6% | +2.7% | +7.8% |
| 3M | +9.1% | +5.7% | +3.4% | +6.7% |
| 6M | +24.2% | +25.5% | -1.3% | +13.4% |
| YTD | -23.5% | +39.6% | -63.1% | -35.0% |
| 1Y | -30.8% | +35.5% | -66.2% | -40.5% |
| All | -30.8% | +36.9% | -67.6% | -40.5% |
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