-2.9%
TSCO vs FAST
+108.2%
-111.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.1% |
| 7D | +1.7% | +1.3% | +0.4% | +1.0% |
| 30D | +2.8% | -4.7% | +7.6% | +5.2% |
| 3M | +17.9% | +7.9% | +10.0% | +13.4% |
| 6M | -28.6% | +7.4% | -36.0% | -31.6% |
| YTD | -28.0% | +25.1% | -53.1% | -36.3% |
| 1Y | -39.9% | +4.7% | -44.6% | -41.9% |
| 3Y | -14.0% | +94.7% | -108.7% | -42.2% |
| 5Y | -2.9% | +106.8% | -109.7% | -36.3% |
| All | -2.9% | +108.2% | -111.1% | -36.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling