+99.7%
TXN vs FAST
+32.0%
+67.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -1.0% |
| 7D | +1.0% | +3.4% | -2.4% | -0.4% |
| 30D | +6.1% | +5.5% | +0.6% | +3.6% |
| 3M | +10.4% | +7.6% | +2.8% | +6.8% |
| 6M | +12.6% | +19.8% | -7.2% | +3.3% |
| YTD | +83.5% | +35.5% | +48.0% | +52.8% |
| 1Y | +99.7% | +31.6% | +68.1% | +69.7% |
| All | +99.7% | +32.0% | +67.7% | +69.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling