+0.1%
TSCO vs FAST
+97.8%
-97.8%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.5% | -0.2% | +0.1% |
| 7D | +6.8% | +4.8% | +2.0% | +4.8% |
| 30D | +11.3% | +8.6% | +2.7% | +7.5% |
| 3M | +9.1% | +5.7% | +3.4% | +6.5% |
| 6M | +24.2% | +25.5% | -1.3% | +12.6% |
| YTD | -23.5% | +39.6% | -63.1% | -34.2% |
| 1Y | -30.8% | +35.5% | -66.2% | -39.6% |
| 3Y | +0.1% | +96.2% | -96.1% | -28.6% |
| All | +0.1% | +97.8% | -97.8% | -28.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling