+21,996.7%
TXN vs FAST
+76,279.5%
-54,282.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -7.8% | +2.1% | -9.9% | -8.5% |
| 30D | -3.6% | +6.9% | -10.4% | -6.0% |
| 3M | +0.1% | +4.8% | -4.7% | -1.8% |
| 6M | -3.2% | +19.8% | -23.0% | -9.9% |
| YTD | +63.4% | +34.9% | +28.5% | +45.1% |
| 1Y | +75.6% | +32.8% | +42.8% | +56.9% |
| 3Y | +104.0% | +93.7% | +10.3% | +56.7% |
| 5Y | +65.0% | +105.3% | -40.3% | +23.6% |
| 10Y | +437.9% | +595.4% | -157.4% | +155.9% |
| All | +21,996.7% | +76,279.5% | -54,282.8% | +2,616.1% |
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