+322.0%
TSM vs FAST
+91.8%
+230.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | -7.6% | +2.1% | -9.6% | -8.1% |
| 30D | -20.5% | +6.9% | -27.4% | -22.2% |
| 3M | -10.0% | +4.8% | -14.8% | -11.5% |
| 6M | -10.1% | +19.8% | -29.8% | -15.5% |
| YTD | +24.5% | +34.9% | -10.4% | +11.8% |
| 1Y | +31.2% | +32.8% | -1.6% | +18.3% |
| 3Y | +322.0% | +93.7% | +228.2% | +173.5% |
| All | +322.0% | +91.8% | +230.2% | +173.5% |
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