+20,389.3%
TXN vs FAST
+71,032.6%
-50,643.2%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 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