+245.7%
TSM vs FAST
+110.9%
+134.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.0% | +0.5% | +2.3% |
| 7D | -2.5% | +3.8% | -6.4% | -4.0% |
| 30D | -14.3% | +8.1% | -22.3% | -17.0% |
| 3M | -7.2% | +5.8% | -13.0% | -9.5% |
| 6M | -5.1% | +24.9% | -30.0% | -13.9% |
| YTD | +28.9% | +38.9% | -10.0% | +11.1% |
| 1Y | +37.1% | +36.5% | +0.6% | +18.9% |
| 3Y | +341.5% | +98.1% | +243.3% | +204.4% |
| 5Y | +245.7% | +109.3% | +136.4% | +122.9% |
| All | +245.7% | +110.9% | +134.8% | +122.9% |
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 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