+273.1%
TSM vs FAST
+100.5%
+172.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.5% |
| 7D | +2.7% | -0.4% | +3.1% | +2.9% |
| 30D | +3.6% | -0.8% | +4.4% | +3.8% |
| 3M | -3.4% | +5.8% | -9.1% | -5.9% |
| 6M | +20.6% | +8.0% | +12.6% | +16.2% |
| YTD | +41.9% | +25.6% | +16.2% | +27.5% |
| 1Y | +84.4% | +0.8% | +83.6% | +81.8% |
| 3Y | +380.2% | +86.1% | +294.1% | +238.1% |
| All | +273.1% | +100.5% | +172.6% | +143.0% |
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