+41.0%
TSM vs FAST
+38.4%
+2.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | +5.0% | +9.8% | +13.5% |
| 30D | -8.9% | +8.6% | -17.5% | -10.7% |
| 3M | -5.3% | +6.9% | -12.2% | -6.8% |
| 6M | +2.6% | +29.6% | -27.0% | -4.5% |
| YTD | +34.5% | +41.4% | -6.9% | +23.9% |
| 1Y | +41.0% | +38.5% | +2.5% | +29.9% |
| All | +41.0% | +38.4% | +2.6% | +29.9% |
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