+548.6%
FAST vs TD
+302.8%
+245.8%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.0% |
| 7D | +4.3% | -3.1% | +7.3% | +5.8% |
| 30D | +8.3% | +6.7% | +1.6% | +4.9% |
| 3M | +6.5% | +3.1% | +3.4% | +4.6% |
| 6M | +29.5% | +17.6% | +11.9% | +18.8% |
| YTD | +41.3% | +34.8% | +6.5% | +21.0% |
| 1Y | +37.4% | +55.6% | -18.2% | +9.6% |
| 3Y | +98.5% | +133.1% | -34.6% | +27.2% |
| 5Y | +111.1% | +104.7% | +6.5% | +42.6% |
| 10Y | +548.6% | +303.6% | +245.0% | +208.7% |
| All | +548.6% | +302.8% | +245.8% | +208.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling