-15.4%
TSCO vs FAST
+93.0%
-108.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.8% | +0.4% | +0.8% |
| 7D | +0.8% | -0.4% | +1.1% | +0.9% |
| 30D | +5.5% | -0.8% | +6.2% | +5.7% |
| 3M | +20.0% | +5.8% | +14.2% | +17.2% |
| 6M | -29.8% | +8.0% | -37.8% | -32.2% |
| YTD | -28.7% | +25.6% | -54.3% | -35.2% |
| 1Y | -40.9% | +0.8% | -41.7% | -41.7% |
| All | -15.4% | +93.0% | -108.4% | -29.0% |
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