+11,237.1%
TSM vs FAST
+5,175.0%
+6,062.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -0.6% | -10.2% | -10.5% |
| 7D | -18.2% | +0.7% | -18.9% | -18.4% |
| 30D | -26.8% | +4.6% | -31.4% | -28.3% |
| 3M | -14.5% | +6.4% | -20.8% | -16.9% |
| 6M | -10.0% | +20.6% | -30.6% | -17.4% |
| YTD | +17.1% | +34.7% | -17.6% | +1.9% |
| 1Y | +21.5% | +29.7% | -8.1% | +7.4% |
| 3Y | +300.4% | +89.9% | +210.4% | +193.9% |
| 5Y | +224.7% | +105.0% | +119.8% | +127.9% |
| 10Y | +1,372.7% | +594.2% | +778.5% | +483.3% |
| All | +11,237.1% | +5,175.0% | +6,062.1% | +1,552.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling