+124.0%
TXN vs FAST
+96.6%
+27.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +3.0% | +3.6% | +5.2% |
| 7D | -2.1% | +3.8% | -5.9% | -3.7% |
| 30D | +4.7% | +8.1% | -3.3% | +1.0% |
| 3M | +3.9% | +5.8% | -1.9% | +1.1% |
| 6M | +3.8% | +24.9% | -21.1% | -6.8% |
| YTD | +74.2% | +38.9% | +35.3% | +47.5% |
| 1Y | +88.2% | +36.5% | +51.7% | +60.7% |
| 3Y | +124.0% | +98.1% | +25.8% | +56.4% |
| All | +124.0% | +96.6% | +27.4% | +56.4% |
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