+13,634.3%
TSM vs FAST
+4,821.0%
+8,813.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.9% |
| 3M | -3.4% | +5.8% | -9.1% | -6.0% |
| 6M | +20.6% | +8.0% | +12.6% | +16.1% |
| YTD | +41.9% | +25.6% | +16.2% | +27.5% |
| 1Y | +84.4% | +0.8% | +83.6% | +80.7% |
| 3Y | +380.2% | +86.1% | +294.1% | +255.6% |
| 5Y | +275.3% | +100.2% | +175.1% | +166.3% |
| 10Y | +1,751.4% | +494.2% | +1,257.2% | +684.8% |
| All | +13,634.3% | +4,821.0% | +8,813.3% | +1,965.9% |
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 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