+57.2%
TXN vs FAST
+100.5%
-43.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.8% | +1.1% | +1.4% |
| 7D | -0.1% | -0.4% | +0.3% | +0.1% |
| 30D | -6.9% | -0.8% | -6.2% | -6.6% |
| 3M | -14.9% | +5.8% | -20.7% | -17.8% |
| 6M | +29.0% | +8.0% | +21.0% | +22.9% |
| YTD | +51.5% | +25.6% | +25.8% | +32.0% |
| 1Y | +41.6% | +0.8% | +40.8% | +39.0% |
| 3Y | +65.8% | +86.1% | -20.3% | +10.3% |
| All | +57.2% | +100.5% | -43.4% | -2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling