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  • TXN vs FAST✓SelectedUSD · FASTTXN vs FAST performance historyLatest closeAs of+1.82%09/04
Stock and ETF performance explorer

TXN vs FAST

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+20,389.3%
FAST return
+71,032.6%
Excess return
-50,643.2%
Maximum drawdown
-85.8%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioFASTExcessAlpha
1D+1.8%+0.8%+1.1%+1.5%
7D-0.1%-0.4%+0.3%0.0%
30D-6.9%-0.8%-6.2%-6.7%
3M-14.9%+5.8%-20.7%-16.9%
6M+29.0%+8.0%+21.0%+25.0%
YTD+51.5%+25.6%+25.8%+38.3%
1Y+41.6%+0.8%+40.8%+40.0%
3Y+65.8%+86.1%-20.3%+29.2%
5Y+56.8%+100.2%-43.4%+18.7%
10Y+387.5%+494.2%-106.7%+145.5%
All+20,389.3%+71,032.6%-50,643.2%+2,489.0%

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 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