+1,672.6%
TSM vs FAST
+546.1%
+1,126.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | +5.0% | +9.8% | +12.5% |
| 30D | -8.9% | +8.6% | -17.5% | -12.1% |
| 3M | -5.3% | +6.9% | -12.2% | -8.1% |
| 6M | +2.6% | +29.6% | -27.0% | -8.6% |
| YTD | +34.5% | +41.4% | -6.9% | +14.7% |
| 1Y | +41.0% | +38.5% | +2.5% | +21.2% |
| 3Y | +333.1% | +98.7% | +234.4% | +208.0% |
| 5Y | +270.1% | +108.0% | +162.1% | +153.7% |
| All | +1,672.6% | +546.1% | +1,126.6% | +744.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling