+71.0%
TXN vs FAST
+93.0%
-22.1%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.5% |
| 7D | -0.1% | -0.4% | +0.3% | +0.1% |
| 30D | -6.9% | -0.8% | -6.2% | -6.7% |
| 3M | -14.9% | +5.8% | -20.7% | -17.3% |
| 6M | +29.0% | +8.0% | +21.0% | +23.9% |
| YTD | +51.5% | +25.6% | +25.8% | +35.3% |
| 1Y | +41.6% | +0.8% | +40.8% | +39.2% |
| All | +71.0% | +93.0% | -22.1% | +30.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling